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 | 2,47% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 120 155 | 75 000 | 51 374 CHF | 32 871 CHF | 100,00% | 100,00% |
15/07/2024 | 2,17% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 113 669 | 75 000 | 51 800 CHF | 34 969 CHF | 98,73% | 98,73% |
12/07/2024 | 2,40% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 118 427 | 75 000 | 52 078 CHF | 33 806 CHF | 99,38% | 99,38% |
11/07/2024 | 2,33% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 121 584 | 75 000 | 51 498 CHF | 32 530 CHF | 99,15% | 99,15% |
10/07/2024 | 2,41% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 126 708 | 75 000 | 51 976 CHF | 31 539 CHF | 99,38% | 99,38% |
09/07/2024 | 2,77% | 0,36 CHF | 0,38 CHF | 140 000 | 75 000 | 134 683 | 75 000 | 51 847 CHF | 29 715 CHF | 100,00% | 100,00% |
08/07/2024 | 2,44% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 129 474 | 75 000 | 52 317 CHF | 31 064 CHF | 100,00% | 100,00% |
05/07/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 122 028 | 75 000 | 51 628 CHF | 32 566 CHF | 99,60% | 99,60% |
04/07/2024 | 2,43% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 122 636 | 75 000 | 51 485 CHF | 32 288 CHF | 100,00% | 100,00% |
03/07/2024 | 2,47% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 129 258 | 75 000 | 51 686 CHF | 30 786 CHF | 99,72% | 99,72% |