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 | 2,19% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 116 700 | 100 000 | 52 658 CHF | 46 161 CHF | 100,00% | 100,00% |
15/07/2024 | 2,54% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 134 468 | 100 000 | 52 239 CHF | 39 939 CHF | 99,72% | 99,72% |
12/07/2024 | 2,45% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 129 256 | 100 000 | 52 197 CHF | 41 504 CHF | 97,13% | 97,13% |
11/07/2024 | 2,11% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 111 379 | 100 000 | 52 208 CHF | 47 899 CHF | 99,08% | 99,08% |
10/07/2024 | 2,04% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 108 420 | 100 000 | 52 566 CHF | 49 506 CHF | 98,75% | 98,75% |
09/07/2024 | 2,12% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 110 951 | 100 000 | 51 684 CHF | 47 596 CHF | 100,00% | 100,00% |
08/07/2024 | 2,16% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 113 365 | 100 000 | 51 977 CHF | 46 875 CHF | 98,75% | 98,75% |
05/07/2024 | 2,26% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 118 261 | 100 000 | 51 648 CHF | 44 716 CHF | 98,35% | 98,35% |
04/07/2024 | 2,08% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 110 899 | 100 000 | 52 767 CHF | 48 603 CHF | 100,00% | 100,00% |
03/07/2024 | 2,05% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 108 338 | 100 000 | 52 356 CHF | 49 352 CHF | 98,93% | 98,93% |