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 | 2,53% | 0,66 CHF | 0,67 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 24 079 CHF | 24 694 CHF | 100,00% | 100,00% |
15/07/2024 | 2,29% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 121 150 | 75 000 | 52 333 CHF | 33 189 CHF | 99,61% | 99,61% |
12/07/2024 | 2,28% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 119 595 | 75 000 | 51 924 CHF | 33 319 CHF | 99,01% | 99,01% |
11/07/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 118 709 | 75 000 | 52 594 CHF | 33 996 CHF | 93,88% | 93,88% |
10/07/2024 | 2,43% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 129 122 | 75 000 | 52 551 CHF | 31 298 CHF | 100,00% | 100,00% |
09/07/2024 | 2,11% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 112 388 | 75 000 | 52 627 CHF | 35 903 CHF | 100,00% | 100,00% |
08/07/2024 | 2,05% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 107 024 | 75 000 | 51 706 CHF | 37 037 CHF | 97,53% | 97,53% |
05/07/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 110 086 | 75 000 | 52 099 CHF | 36 252 CHF | 98,69% | 98,69% |
04/07/2024 | 2,10% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 110 000 | 75 000 | 51 960 CHF | 36 177 CHF | 87,44% | 87,44% |
03/07/2024 | 2,18% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 114 628 | 75 000 | 51 965 CHF | 34 785 CHF | 99,95% | 99,95% |