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 | 2,11% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 110 679 | 100 000 | 51 894 CHF | 47 898 CHF | 100,00% | 100,00% |
15/07/2024 | 2,00% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 105 032 | 100 000 | 51 912 CHF | 50 456 CHF | 98,22% | 98,22% |
12/07/2024 | 1,92% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 125 | 100 000 | 51 563 CHF | 52 501 CHF | 99,01% | 99,01% |
11/07/2024 | 2,06% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 108 478 | 100 000 | 52 162 CHF | 49 112 CHF | 99,08% | 99,08% |
10/07/2024 | 2,37% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 123 149 | 100 000 | 51 434 CHF | 42 837 CHF | 100,00% | 100,00% |
09/07/2024 | 2,69% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 141 654 | 100 000 | 51 976 CHF | 37 712 CHF | 100,00% | 100,00% |
08/07/2024 | 2,37% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 124 373 | 100 000 | 51 850 CHF | 42 718 CHF | 100,00% | 100,00% |
05/07/2024 | 2,22% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 118 854 | 100 000 | 52 948 CHF | 45 562 CHF | 98,98% | 98,98% |
04/07/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 120 000 | 100 000 | 53 201 CHF | 45 334 CHF | 99,50% | 99,50% |
03/07/2024 | 2,40% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 126 727 | 100 000 | 52 185 CHF | 42 225 CHF | 100,00% | 100,00% |