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 | 2,03% | 0,48 CHF | 0,49 CHF | 121 000 | 125 000 | 122 318 | 122 318 | 59 493 CHF | 60 717 CHF | 96,91% | 96,91% |
15/07/2024 | 1,99% | 0,47 CHF | 0,48 CHF | 125 000 | 124 700 | 103 620 | 103 620 | 51 537 CHF | 52 573 CHF | 88,97% | 88,97% |
12/07/2024 | 2,19% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 122 543 | 122 543 | 55 307 CHF | 56 532 CHF | 98,80% | 98,80% |
11/07/2024 | 1,81% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 102 975 | 102 975 | 56 206 CHF | 57 235 CHF | 92,22% | 92,22% |
10/07/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 755 | 100 755 | 51 148 CHF | 52 155 CHF | 93,98% | 93,98% |
09/07/2024 | 2,00% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 107 105 | 107 105 | 52 909 CHF | 53 980 CHF | 68,07% | 68,07% |
08/07/2024 | 1,90% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 474 | 100 474 | 52 373 CHF | 53 377 CHF | 98,59% | 98,59% |
05/07/2024 | 2,16% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 231 CHF | 58 481 CHF | 99,17% | 99,17% |
04/07/2024 | 2,17% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 517 | 125 517 | 57 118 CHF | 58 373 CHF | 99,18% | 99,18% |
03/07/2024 | 2,56% | 0,41 CHF | 0,42 CHF | 150 000 | 150 000 | 146 825 | 146 824 | 56 587 CHF | 58 055 CHF | 98,45% | 98,45% |