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 | 1,93% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 366 CHF | 52 366 CHF | 100,00% | 100,00% |
15/07/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 811 CHF | 54 811 CHF | 98,22% | 98,22% |
12/07/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 830 CHF | 56 830 CHF | 99,01% | 99,01% |
11/07/2024 | 1,89% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 546 CHF | 53 546 CHF | 99,08% | 99,08% |
10/07/2024 | 2,14% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 111 881 | 100 000 | 51 785 CHF | 47 334 CHF | 100,00% | 100,00% |
09/07/2024 | 2,41% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 125 942 | 100 000 | 51 721 CHF | 42 097 CHF | 99,20% | 99,20% |
08/07/2024 | 2,14% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 111 742 | 100 000 | 51 550 CHF | 47 151 CHF | 100,00% | 100,00% |
05/07/2024 | 2,02% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 106 772 | 100 000 | 52 233 CHF | 49 952 CHF | 98,98% | 98,98% |
04/07/2024 | 2,03% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 109 825 | 100 000 | 53 444 CHF | 49 666 CHF | 99,50% | 99,50% |
03/07/2024 | 2,17% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 116 175 | 100 000 | 52 837 CHF | 46 532 CHF | 100,00% | 100,00% |