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 | 2,35% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 122 656 | 100 000 | 51 645 CHF | 43 131 CHF | 100,00% | 100,00% |
15/07/2024 | 2,22% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 118 903 | 100 000 | 53 049 CHF | 45 628 CHF | 98,22% | 98,22% |
12/07/2024 | 2,12% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 110 622 | 100 000 | 51 669 CHF | 47 718 CHF | 99,01% | 99,01% |
11/07/2024 | 2,28% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 119 807 | 100 000 | 51 886 CHF | 44 315 CHF | 99,08% | 99,08% |
10/07/2024 | 2,66% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 140 722 | 100 000 | 52 112 CHF | 38 103 CHF | 100,00% | 100,00% |
09/07/2024 | 3,09% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 163 355 | 100 000 | 52 127 CHF | 32 933 CHF | 98,69% | 98,69% |
08/07/2024 | 2,68% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 140 003 | 100 000 | 51 637 CHF | 37 892 CHF | 100,00% | 100,00% |
05/07/2024 | 2,48% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 131 656 | 100 000 | 52 464 CHF | 40 875 CHF | 98,97% | 98,97% |
04/07/2024 | 2,51% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 130 000 | 100 000 | 51 237 CHF | 40 413 CHF | 99,50% | 99,50% |
03/07/2024 | 2,72% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 141 094 | 100 000 | 51 223 CHF | 37 365 CHF | 100,00% | 100,00% |