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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 2,63% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 149 612 | 149 612 | 56 155 CHF | 57 651 CHF | 100,00% | 100,00% |
15/07/2024 | 2,35% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 125 | 125 135 | 52 581 CHF | 53 836 CHF | 100,00% | 100,00% |
12/07/2024 | 2,71% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 150 000 | 149 993 | 54 687 CHF | 56 185 CHF | 98,42% | 98,42% |
11/07/2024 | 2,52% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 146 411 | 146 410 | 57 288 CHF | 58 751 CHF | 98,15% | 98,15% |
10/07/2024 | 2,36% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 615 | 125 615 | 52 560 CHF | 53 816 CHF | 99,79% | 99,79% |
09/07/2024 | 2,59% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 146 355 | 146 355 | 55 749 CHF | 57 213 CHF | 100,00% | 100,00% |
08/07/2024 | 2,54% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 144 738 | 144 737 | 56 161 CHF | 57 608 CHF | 98,97% | 98,97% |
05/07/2024 | 2,39% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 128 545 | 128 544 | 53 016 CHF | 54 300 CHF | 100,00% | 100,00% |
04/07/2024 | 2,41% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 186 | 125 186 | 51 266 CHF | 52 518 CHF | 98,16% | 98,16% |
03/07/2024 | 2,71% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 152 173 | 152 181 | 55 498 CHF | 57 023 CHF | 100,00% | 100,00% |