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 | 2,45% | 0,39 CHF | 0,40 CHF | 125 000 | 125 000 | 130 335 | 130 336 | 52 539 CHF | 53 842 CHF | 100,00% | 100,00% |
15/07/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 143 358 | 143 356 | 55 876 CHF | 57 308 CHF | 100,00% | 100,00% |
12/07/2024 | 2,25% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 951 CHF | 56 201 CHF | 98,43% | 98,43% |
11/07/2024 | 2,35% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 122 | 125 122 | 52 669 CHF | 53 920 CHF | 99,67% | 99,67% |
10/07/2024 | 2,45% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 126 762 | 126 762 | 51 090 CHF | 52 358 CHF | 99,79% | 99,79% |
09/07/2024 | 2,29% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 918 CHF | 55 168 CHF | 100,00% | 100,00% |
08/07/2024 | 2,30% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 683 CHF | 54 933 CHF | 98,97% | 98,97% |
05/07/2024 | 2,36% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 454 CHF | 53 704 CHF | 100,00% | 100,00% |
04/07/2024 | 2,34% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 758 CHF | 54 008 CHF | 98,16% | 98,16% |
03/07/2024 | 2,18% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 124 873 | 124 872 | 56 817 CHF | 58 065 CHF | 100,00% | 100,00% |