Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 2,38% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 010 | 125 010 | 51 980 CHF | 53 230 CHF | 98,85% | 98,85% |
16/07/2024 | 2,57% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 146 856 | 146 856 | 56 290 CHF | 57 758 CHF | 99,39% | 99,39% |
15/07/2024 | 2,70% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 54 898 CHF | 56 398 CHF | 99,39% | 99,39% |
12/07/2024 | 2,53% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 139 459 | 139 459 | 54 381 CHF | 55 775 CHF | 99,07% | 99,07% |
11/07/2024 | 2,26% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 773 CHF | 56 023 CHF | 96,19% | 96,19% |
10/07/2024 | 2,13% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 58 051 CHF | 59 301 CHF | 95,49% | 95,49% |
09/07/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 124 262 | 124 262 | 59 689 CHF | 60 932 CHF | 99,04% | 99,04% |
08/07/2024 | 2,11% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 58 749 CHF | 59 999 CHF | 99,23% | 99,23% |
05/07/2024 | 2,16% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 394 CHF | 58 644 CHF | 99,39% | 99,39% |
04/07/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 978 CHF | 59 228 CHF | 99,39% | 99,39% |