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 | 3,17% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 167 662 | 100 000 | 52 067 CHF | 32 070 CHF | 100,00% | 100,00% |
15/07/2024 | 3,11% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 164 050 | 100 000 | 51 887 CHF | 32 655 CHF | 99,66% | 99,66% |
12/07/2024 | 3,01% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 160 476 | 100 000 | 52 437 CHF | 33 681 CHF | 99,01% | 99,01% |
11/07/2024 | 2,92% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 153 065 | 100 000 | 51 669 CHF | 34 870 CHF | 99,09% | 99,09% |
10/07/2024 | 2,89% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 151 956 | 100 000 | 51 861 CHF | 35 148 CHF | 100,00% | 100,00% |
09/07/2024 | 2,65% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 139 018 | 100 000 | 51 690 CHF | 38 204 CHF | 100,00% | 100,00% |
08/07/2024 | 2,46% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 130 064 | 100 000 | 52 159 CHF | 41 104 CHF | 100,00% | 100,00% |
05/07/2024 | 2,47% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 130 015 | 100 000 | 52 084 CHF | 41 061 CHF | 98,98% | 98,98% |
04/07/2024 | 2,60% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 139 179 | 100 000 | 52 874 CHF | 38 996 CHF | 100,00% | 100,00% |
03/07/2024 | 2,95% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 155 526 | 100 000 | 51 933 CHF | 34 484 CHF | 99,99% | 99,99% |