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 | 2,36% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 121 981 | 75 000 | 51 023 CHF | 32 136 CHF | 100,00% | 100,00% |
15/07/2024 | 2,29% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 120 000 | 75 000 | 51 833 CHF | 33 145 CHF | 99,72% | 99,72% |
12/07/2024 | 2,23% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 120 000 | 75 000 | 53 234 CHF | 34 021 CHF | 99,01% | 99,01% |
11/07/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 110 917 | 75 000 | 51 128 CHF | 35 331 CHF | 99,09% | 99,09% |
10/07/2024 | 2,06% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 110 000 | 75 000 | 52 842 CHF | 36 778 CHF | 100,00% | 100,00% |
09/07/2024 | 1,97% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 100 002 | 75 000 | 50 271 CHF | 38 452 CHF | 100,00% | 100,00% |
08/07/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 52 616 CHF | 40 212 CHF | 100,00% | 100,00% |
05/07/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 52 302 CHF | 39 977 CHF | 98,98% | 98,98% |
04/07/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 53 058 CHF | 40 544 CHF | 100,00% | 100,00% |
03/07/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 53 014 CHF | 40 511 CHF | 100,00% | 100,00% |