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 | 2,24% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 119 265 | 75 000 | 52 644 CHF | 33 864 CHF | 100,00% | 100,00% |
15/07/2024 | 2,31% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 120 107 | 75 000 | 51 411 CHF | 32 855 CHF | 99,72% | 99,72% |
12/07/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 123 613 | 75 000 | 51 448 CHF | 31 979 CHF | 99,01% | 99,01% |
11/07/2024 | 2,48% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 130 134 | 75 000 | 51 900 CHF | 30 669 CHF | 99,08% | 99,08% |
10/07/2024 | 2,60% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 139 874 | 75 000 | 53 098 CHF | 29 222 CHF | 100,00% | 100,00% |
09/07/2024 | 2,76% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 142 550 | 75 000 | 50 914 CHF | 27 548 CHF | 100,00% | 100,00% |
08/07/2024 | 2,95% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 156 159 | 75 000 | 52 109 CHF | 25 788 CHF | 100,00% | 100,00% |
05/07/2024 | 2,92% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 152 020 | 75 000 | 51 364 CHF | 26 099 CHF | 98,98% | 98,98% |
04/07/2024 | 2,99% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 159 713 | 75 000 | 52 666 CHF | 25 483 CHF | 100,00% | 100,00% |
03/07/2024 | 2,99% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 160 000 | 75 000 | 52 800 CHF | 25 500 CHF | 100,00% | 100,00% |