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 | 2,41% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 127 217 | 127 216 | 52 139 CHF | 53 411 CHF | 100,00% | 100,00% |
15/07/2024 | 2,91% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 164 088 | 164 088 | 55 608 CHF | 57 249 CHF | 100,00% | 100,00% |
12/07/2024 | 3,60% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 199 235 | 199 235 | 54 324 CHF | 56 316 CHF | 99,68% | 99,68% |
11/07/2024 | 3,14% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 54 850 CHF | 56 600 CHF | 98,44% | 98,44% |
10/07/2024 | 2,87% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 152 893 | 152 893 | 52 558 CHF | 54 087 CHF | 96,09% | 96,09% |
09/07/2024 | 2,96% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 166 730 | 166 730 | 55 398 CHF | 57 065 CHF | 99,66% | 99,66% |
08/07/2024 | 3,22% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 177 520 | 177 520 | 54 194 CHF | 55 969 CHF | 99,83% | 99,83% |
05/07/2024 | 3,69% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 199 741 | 199 741 | 53 158 CHF | 55 155 CHF | 100,00% | 100,00% |
04/07/2024 | 3,46% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 188 257 | 188 257 | 53 390 CHF | 55 273 CHF | 100,00% | 100,00% |
03/07/2024 | 3,34% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 51 462 CHF | 53 212 CHF | 99,23% | 99,23% |