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 | 2,15% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 112 452 | 75 000 | 51 728 CHF | 35 268 CHF | 100,00% | 100,00% |
15/07/2024 | 2,02% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 105 882 | 75 000 | 51 840 CHF | 37 505 CHF | 98,72% | 98,72% |
12/07/2024 | 2,06% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 108 926 | 75 000 | 52 355 CHF | 36 849 CHF | 99,38% | 99,38% |
11/07/2024 | 2,19% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 116 598 | 75 000 | 52 574 CHF | 34 618 CHF | 99,15% | 99,15% |
10/07/2024 | 2,39% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 123 571 | 75 000 | 51 140 CHF | 31 812 CHF | 100,00% | 100,00% |
09/07/2024 | 2,29% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 121 434 | 75 000 | 52 427 CHF | 33 165 CHF | 100,00% | 100,00% |
08/07/2024 | 2,26% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 118 899 | 75 000 | 52 067 CHF | 33 617 CHF | 100,00% | 100,00% |
05/07/2024 | 2,02% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 105 818 | 75 000 | 51 838 CHF | 37 532 CHF | 99,62% | 99,62% |
04/07/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 110 000 | 75 000 | 52 125 CHF | 36 290 CHF | 100,00% | 100,00% |
03/07/2024 | 2,26% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 120 728 | 75 000 | 52 817 CHF | 33 577 CHF | 99,73% | 99,73% |