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 | 2,73% | 0,52 CHF | 0,54 CHF | 100 000 | 75 000 | 101 664 | 75 000 | 51 555 CHF | 39 130 CHF | 100,00% | 100,00% |
15/07/2024 | 2,79% | 0,49 CHF | 0,51 CHF | 110 000 | 75 000 | 103 077 | 75 000 | 52 112 CHF | 39 041 CHF | 98,73% | 98,73% |
12/07/2024 | 5,01% | 0,52 CHF | 0,55 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 18 886 CHF | 19 853 CHF | 99,38% | 99,38% |
11/07/2024 | 4,57% | 0,51 CHF | 0,54 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 21 194 CHF | 22 182 CHF | 99,08% | 99,08% |
10/07/2024 | 1,69% | 0,89 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 288 CHF | 65 382 CHF | 100,00% | 100,00% |
09/07/2024 | 1,94% | 0,85 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 657 CHF | 63 883 CHF | 100,00% | 100,00% |
08/07/2024 | 1,83% | 0,78 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 723 CHF | 61 845 CHF | 100,00% | 100,00% |
05/07/2024 | 1,97% | 0,77 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 497 CHF | 59 660 CHF | 99,62% | 99,62% |
04/07/2024 | 1,85% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 860 CHF | 59 959 CHF | 100,00% | 100,00% |
03/07/2024 | 2,28% | 0,78 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 167 CHF | 58 487 CHF | 99,73% | 99,73% |