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 | 2,25% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 051 CHF | 56 301 CHF | 100,00% | 100,00% |
15/07/2024 | 1,98% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 110 983 | 110 983 | 55 343 CHF | 56 452 CHF | 100,00% | 100,00% |
12/07/2024 | 2,13% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 120 979 | 120 979 | 56 248 CHF | 57 458 CHF | 99,68% | 99,68% |
11/07/2024 | 2,38% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 126 288 | 126 288 | 52 439 CHF | 53 702 CHF | 98,81% | 98,81% |
10/07/2024 | 2,56% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 145 939 | 145 939 | 56 268 CHF | 57 728 CHF | 96,09% | 96,09% |
09/07/2024 | 2,56% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 139 954 | 139 954 | 54 033 CHF | 55 432 CHF | 99,66% | 99,66% |
08/07/2024 | 2,22% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 756 CHF | 57 006 CHF | 99,84% | 99,84% |
05/07/2024 | 2,13% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 58 213 CHF | 59 463 CHF | 100,00% | 100,00% |
04/07/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 959 CHF | 59 209 CHF | 100,00% | 100,00% |
03/07/2024 | 2,25% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 298 | 125 298 | 55 027 CHF | 56 280 CHF | 99,24% | 99,24% |