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 | 3,29% | 0,51 CHF | 0,52 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 18 454 CHF | 19 069 CHF | 100,00% | 100,00% |
15/07/2024 | 3,46% | 0,26 CHF | 0,27 CHF | 145 512 | 75 000 | 144 167 | 75 000 | 41 136 CHF | 22 158 CHF | 99,61% | 99,61% |
12/07/2024 | 3,46% | 0,28 CHF | 0,29 CHF | 144 309 | 75 000 | 144 617 | 75 000 | 41 105 CHF | 22 069 CHF | 99,01% | 99,01% |
11/07/2024 | 3,33% | 0,31 CHF | 0,32 CHF | 142 829 | 75 000 | 144 203 | 75 000 | 42 658 CHF | 22 941 CHF | 93,88% | 93,88% |
10/07/2024 | 3,82% | 0,26 CHF | 0,27 CHF | 146 195 | 75 000 | 146 101 | 75 000 | 37 586 CHF | 20 048 CHF | 100,00% | 100,00% |
09/07/2024 | 3,09% | 0,29 CHF | 0,30 CHF | 144 573 | 75 000 | 143 309 | 75 000 | 45 758 CHF | 24 701 CHF | 100,00% | 100,00% |
08/07/2024 | 2,97% | 0,34 CHF | 0,35 CHF | 142 107 | 75 000 | 142 304 | 75 000 | 47 305 CHF | 25 689 CHF | 85,65% | 85,65% |
05/07/2024 | 3,05% | 0,32 CHF | 0,33 CHF | 143 549 | 75 000 | 143 251 | 75 000 | 46 313 CHF | 25 002 CHF | 98,69% | 98,69% |
04/07/2024 | 3,06% | 0,33 CHF | 0,34 CHF | 143 134 | 75 000 | 143 659 | 75 000 | 46 307 CHF | 24 927 CHF | 87,44% | 87,44% |
03/07/2024 | 3,24% | 0,32 CHF | 0,33 CHF | 143 620 | 75 000 | 144 904 | 75 000 | 44 011 CHF | 23 535 CHF | 99,95% | 99,95% |