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% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 100 948 | 75 000 | 50 554 CHF | 38 375 CHF | 100,00% | 100,00% |
15/07/2024 | 2,08% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 51 229 CHF | 39 229 CHF | 99,40% | 99,40% |
12/07/2024 | 2,27% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 51 651 CHF | 39 627 CHF | 99,01% | 99,01% |
11/07/2024 | 2,27% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 105 076 | 75 000 | 52 124 CHF | 38 087 CHF | 99,08% | 99,08% |
10/07/2024 | 2,35% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 100 070 | 75 000 | 50 721 CHF | 38 918 CHF | 100,00% | 100,00% |
09/07/2024 | 2,16% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 94 801 | 75 000 | 52 077 CHF | 42 161 CHF | 93,15% | 93,15% |
08/07/2024 | 1,93% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 54 038 CHF | 41 318 CHF | 100,00% | 100,00% |
05/07/2024 | 2,22% | 0,53 CHF | 0,55 CHF | 100 000 | 75 000 | 95 966 | 75 000 | 52 474 CHF | 41 969 CHF | 95,32% | 95,32% |
04/07/2024 | 2,13% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 100 021 | 75 000 | 51 575 CHF | 39 506 CHF | 99,69% | 99,69% |
03/07/2024 | 2,12% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 102 570 | 75 000 | 51 093 CHF | 38 197 CHF | 99,50% | 99,50% |