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 | 1,94% | 0,50 CHF | 0,51 CHF | 195 000 | 195 000 | 88 472 | 88 472 | 45 509 CHF | 46 396 CHF | 99,90% | 99,90% |
15/07/2024 | 1,97% | 0,52 CHF | 0,53 CHF | 200 000 | 200 000 | 88 809 | 88 809 | 46 038 CHF | 46 928 CHF | 99,99% | 99,99% |
12/07/2024 | 2,04% | 0,52 CHF | 0,53 CHF | 200 000 | 200 000 | 86 692 | 86 692 | 43 363 CHF | 44 240 CHF | 100,00% | 100,00% |
11/07/2024 | 1,79% | 0,53 CHF | 0,54 CHF | 200 000 | 200 000 | 88 669 | 88 669 | 49 366 CHF | 50 255 CHF | 100,00% | 100,00% |
10/07/2024 | 1,73% | 0,59 CHF | 0,60 CHF | 205 000 | 205 000 | 91 700 | 91 700 | 53 777 CHF | 54 698 CHF | 99,90% | 99,90% |
09/07/2024 | 2,08% | 0,60 CHF | 0,61 CHF | 210 000 | 210 000 | 89 106 | 89 106 | 53 215 CHF | 54 147 CHF | 99,74% | 99,74% |
08/07/2024 | 1,83% | 0,60 CHF | 0,61 CHF | 210 000 | 210 000 | 91 246 | 91 246 | 53 979 CHF | 54 920 CHF | 99,28% | 99,28% |
05/07/2024 | 1,72% | 0,60 CHF | 0,61 CHF | 210 000 | 210 000 | 93 271 | 93 271 | 55 447 CHF | 56 382 CHF | 99,90% | 99,90% |
04/07/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 82 000 | 82 000 | 66 098 | 66 098 | 39 016 CHF | 39 677 CHF | 99,61% | 99,61% |
03/07/2024 | 1,87% | 0,61 CHF | 0,62 CHF | 210 000 | 210 000 | 87 261 | 87 261 | 52 849 CHF | 53 787 CHF | 100,00% | 100,00% |