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 | 2,90% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 155 670 | 155 670 | 52 830 CHF | 54 387 CHF | 100,00% | 100,00% |
15/07/2024 | 2,63% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 147 395 | 147 395 | 55 281 CHF | 56 755 CHF | 100,00% | 100,00% |
12/07/2024 | 2,77% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 150 992 | 150 992 | 53 851 CHF | 55 361 CHF | 99,69% | 99,69% |
11/07/2024 | 3,06% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 172 145 | 172 145 | 55 414 CHF | 57 135 CHF | 96,93% | 96,93% |
10/07/2024 | 3,26% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 52 893 CHF | 54 643 CHF | 96,10% | 96,10% |
09/07/2024 | 3,22% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 175 518 | 175 518 | 53 664 CHF | 55 419 CHF | 99,65% | 99,65% |
08/07/2024 | 2,84% | 0,34 CHF | 0,35 CHF | 175 000 | 175 000 | 153 358 | 153 358 | 53 224 CHF | 54 758 CHF | 99,84% | 99,84% |
05/07/2024 | 2,74% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 153 237 | 153 237 | 55 198 CHF | 56 731 CHF | 100,00% | 100,00% |
04/07/2024 | 2,75% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 53 760 CHF | 55 260 CHF | 100,00% | 100,00% |
03/07/2024 | 2,88% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 156 518 | 156 518 | 53 512 CHF | 55 077 CHF | 99,23% | 99,23% |