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 | 2,60% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 138 613 | 75 000 | 52 533 CHF | 29 183 CHF | 100,00% | 100,00% |
15/07/2024 | 2,51% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 130 000 | 75 000 | 51 231 CHF | 30 306 CHF | 99,72% | 99,72% |
12/07/2024 | 2,45% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 129 967 | 75 000 | 52 461 CHF | 31 024 CHF | 99,01% | 99,01% |
11/07/2024 | 2,35% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 120 915 | 75 000 | 50 926 CHF | 32 346 CHF | 99,08% | 99,08% |
10/07/2024 | 2,24% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 120 000 | 75 000 | 52 955 CHF | 33 847 CHF | 100,00% | 100,00% |
09/07/2024 | 2,13% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 110 000 | 75 000 | 50 981 CHF | 35 510 CHF | 100,00% | 100,00% |
08/07/2024 | 2,04% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 110 000 | 75 000 | 53 477 CHF | 37 212 CHF | 100,00% | 100,00% |
05/07/2024 | 2,05% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 110 000 | 75 000 | 53 233 CHF | 37 045 CHF | 98,98% | 98,98% |
04/07/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 109 040 | 75 000 | 53 526 CHF | 37 572 CHF | 100,00% | 100,00% |
03/07/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 109 630 | 75 000 | 53 756 CHF | 37 528 CHF | 100,00% | 100,00% |