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% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 119 396 | 100 000 | 52 775 CHF | 45 211 CHF | 100,00% | 100,00% |
15/07/2024 | 2,12% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 110 451 | 100 000 | 51 558 CHF | 47 686 CHF | 98,22% | 98,22% |
12/07/2024 | 2,03% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 108 705 | 100 000 | 53 031 CHF | 49 799 CHF | 99,01% | 99,01% |
11/07/2024 | 2,18% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 116 004 | 100 000 | 52 622 CHF | 46 401 CHF | 93,44% | 93,44% |
10/07/2024 | 2,53% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 132 693 | 100 000 | 51 806 CHF | 40 103 CHF | 100,00% | 100,00% |
09/07/2024 | 2,91% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 153 355 | 100 000 | 52 001 CHF | 34 933 CHF | 98,69% | 98,69% |
08/07/2024 | 2,53% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 132 643 | 100 000 | 51 700 CHF | 39 998 CHF | 100,00% | 100,00% |
05/07/2024 | 2,36% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 122 163 | 100 000 | 51 163 CHF | 42 912 CHF | 98,97% | 98,97% |
04/07/2024 | 2,38% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 125 207 | 100 000 | 51 910 CHF | 42 479 CHF | 99,50% | 99,50% |
03/07/2024 | 2,57% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 136 019 | 100 000 | 52 192 CHF | 39 424 CHF | 100,00% | 100,00% |