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 | 2,32% | 0,51 CHF | 0,52 CHF | 200 000 | 200 000 | 198 362 | 198 362 | 86 122 CHF | 88 122 CHF | 99,50% | 99,50% |
15/07/2024 | 2,26% | 0,47 CHF | 0,48 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 87 402 CHF | 89 402 CHF | 100,00% | 100,00% |
12/07/2024 | 2,15% | 0,48 CHF | 0,49 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 92 173 CHF | 94 173 CHF | 100,00% | 100,00% |
11/07/2024 | 1,90% | 0,61 CHF | 0,62 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 104 686 CHF | 106 686 CHF | 99,99% | 99,99% |
10/07/2024 | 2,05% | 0,47 CHF | 0,48 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 96 405 CHF | 98 405 CHF | 100,00% | 100,00% |
09/07/2024 | 2,04% | 0,44 CHF | 0,45 CHF | 200 000 | 200 000 | 199 509 | 199 509 | 97 225 CHF | 99 225 CHF | 100,00% | 100,00% |
08/07/2024 | 1,94% | 0,50 CHF | 0,51 CHF | 200 000 | 200 000 | 199 627 | 199 627 | 102 487 CHF | 104 487 CHF | 100,00% | 100,00% |
05/07/2024 | 2,13% | 0,53 CHF | 0,54 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 93 086 CHF | 95 086 CHF | 100,00% | 100,00% |
04/07/2024 | 2,33% | 0,43 CHF | 0,44 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 84 779 CHF | 86 779 CHF | 100,00% | 100,00% |
03/07/2024 | 2,52% | 0,44 CHF | 0,45 CHF | 200 000 | 200 000 | 199 996 | 200 000 | 78 657 CHF | 80 659 CHF | 100,00% | 100,00% |