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 | 2,48% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 97 563 | 75 000 | 53 396 CHF | 42 112 CHF | 100,00% | 100,00% |
15/07/2024 | 2,05% | 0,58 CHF | 0,60 CHF | 90 000 | 75 000 | 90 746 | 75 000 | 52 818 CHF | 44 580 CHF | 99,72% | 99,72% |
12/07/2024 | 2,16% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 91 531 | 75 000 | 52 291 CHF | 43 818 CHF | 98,15% | 98,15% |
11/07/2024 | 1,99% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 88 872 | 75 000 | 53 018 CHF | 45 688 CHF | 98,19% | 98,19% |
10/07/2024 | 3,00% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 105 285 | 94 141 | 48 786 CHF | 44 961 CHF | 100,00% | 100,00% |
09/07/2024 | 2,85% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 111 359 | 100 000 | 52 280 CHF | 48 365 CHF | 100,00% | 100,00% |
08/07/2024 | 2,30% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 98 162 | 75 000 | 52 748 CHF | 41 279 CHF | 100,00% | 100,00% |
05/07/2024 | 2,09% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 90 001 | 75 000 | 54 029 CHF | 45 997 CHF | 98,98% | 98,98% |
04/07/2024 | 2,17% | 0,60 CHF | 0,62 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 090 CHF | 45 212 CHF | 100,00% | 100,00% |
03/07/2024 | 2,16% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 558 CHF | 57 790 CHF | 100,00% | 100,00% |