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 | 2,96% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 114 575 | 75 000 | 51 537 CHF | 34 824 CHF | 100,00% | 100,00% |
15/07/2024 | 3,09% | 0,43 CHF | 0,45 CHF | 120 000 | 75 000 | 116 427 | 75 000 | 52 186 CHF | 34 730 CHF | 98,73% | 98,73% |
12/07/2024 | 5,72% | 0,47 CHF | 0,49 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 16 702 CHF | 17 680 CHF | 99,38% | 99,38% |
11/07/2024 | 5,05% | 0,45 CHF | 0,48 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 19 025 CHF | 20 006 CHF | 98,53% | 98,53% |
10/07/2024 | 2,00% | 0,83 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 877 CHF | 61 084 CHF | 100,00% | 100,00% |
09/07/2024 | 1,80% | 0,79 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 447 CHF | 59 510 CHF | 100,00% | 100,00% |
08/07/2024 | 2,01% | 0,72 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 376 CHF | 57 522 CHF | 100,00% | 100,00% |
05/07/2024 | 1,98% | 0,71 CHF | 0,73 CHF | 80 000 | 75 000 | 75 585 | 75 000 | 54 709 CHF | 55 386 CHF | 99,62% | 99,62% |
04/07/2024 | 2,10% | 0,72 CHF | 0,74 CHF | 75 000 | 75 000 | 75 041 | 75 000 | 54 469 CHF | 55 593 CHF | 100,00% | 100,00% |
03/07/2024 | 2,37% | 0,72 CHF | 0,74 CHF | 75 000 | 75 000 | 79 770 | 75 000 | 56 136 CHF | 54 050 CHF | 97,82% | 97,82% |