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 | 2,91% | 0,32 CHF | 0,33 CHF | 160 000 | 75 000 | 151 909 | 75 000 | 51 393 CHF | 26 136 CHF | 100,00% | 100,00% |
15/07/2024 | 2,79% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 146 114 | 75 000 | 51 712 CHF | 27 306 CHF | 99,72% | 99,72% |
12/07/2024 | 2,71% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 140 000 | 75 000 | 50 911 CHF | 28 024 CHF | 99,01% | 99,01% |
11/07/2024 | 2,59% | 0,37 CHF | 0,38 CHF | 140 000 | 75 000 | 138 034 | 75 000 | 52 608 CHF | 29 346 CHF | 99,09% | 99,09% |
10/07/2024 | 2,47% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 130 000 | 75 000 | 52 049 CHF | 30 778 CHF | 100,00% | 100,00% |
09/07/2024 | 2,34% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 120 002 | 75 000 | 50 724 CHF | 32 452 CHF | 100,00% | 100,00% |
08/07/2024 | 2,22% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 120 000 | 75 000 | 53 539 CHF | 34 212 CHF | 100,00% | 100,00% |
05/07/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 120 000 | 75 000 | 53 272 CHF | 34 045 CHF | 98,98% | 98,98% |
04/07/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 119 040 | 75 000 | 53 674 CHF | 34 572 CHF | 100,00% | 100,00% |
03/07/2024 | 2,20% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 119 630 | 75 000 | 53 874 CHF | 34 528 CHF | 100,00% | 100,00% |