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 | 2,13% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 58 216 CHF | 59 466 CHF | 100,00% | 100,00% |
15/07/2024 | 2,44% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 135 581 | 135 581 | 54 735 CHF | 56 091 CHF | 100,00% | 100,00% |
12/07/2024 | 2,99% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 165 083 | 165 083 | 54 376 CHF | 56 026 CHF | 99,68% | 99,68% |
11/07/2024 | 2,69% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 55 138 CHF | 56 638 CHF | 90,18% | 90,18% |
10/07/2024 | 2,48% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 132 482 | 132 482 | 52 776 CHF | 54 101 CHF | 96,10% | 96,10% |
09/07/2024 | 2,55% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 148 682 | 148 682 | 57 492 CHF | 58 979 CHF | 99,66% | 99,66% |
08/07/2024 | 2,73% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 150 525 | 150 525 | 54 360 CHF | 55 865 CHF | 99,83% | 99,83% |
05/07/2024 | 3,04% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 170 941 | 170 941 | 55 360 CHF | 57 069 CHF | 100,00% | 100,00% |
04/07/2024 | 2,90% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 154 169 | 154 169 | 52 312 CHF | 53 853 CHF | 100,00% | 100,00% |
03/07/2024 | 2,81% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 52 665 CHF | 54 165 CHF | 99,23% | 99,23% |