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 | 2,44% | 0,38 CHF | 0,39 CHF | 190 000 | 190 000 | 198 933 | 198 933 | 80 605 CHF | 82 594 CHF | 100,00% | 100,00% |
15/07/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 60 703 CHF | 62 603 CHF | 100,00% | 100,00% |
12/07/2024 | 2,92% | 0,33 CHF | 0,34 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 64 223 CHF | 66 123 CHF | 100,00% | 100,00% |
11/07/2024 | 2,46% | 0,39 CHF | 0,40 CHF | 200 000 | 200 000 | 199 847 | 199 847 | 80 273 CHF | 82 273 CHF | 100,00% | 100,00% |
10/07/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 82 319 CHF | 84 319 CHF | 100,00% | 100,00% |
09/07/2024 | 2,52% | 0,42 CHF | 0,43 CHF | 200 000 | 200 000 | 197 449 | 197 449 | 77 524 CHF | 79 498 CHF | 100,00% | 100,00% |
08/07/2024 | 2,79% | 0,37 CHF | 0,38 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 67 304 CHF | 69 204 CHF | 100,00% | 100,00% |
05/07/2024 | 2,99% | 0,35 CHF | 0,36 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 62 691 CHF | 64 591 CHF | 99,81% | 99,81% |
04/07/2024 | 2,99% | 0,32 CHF | 0,33 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 62 666 CHF | 64 566 CHF | 99,49% | 99,49% |
03/07/2024 | 2,96% | 0,33 CHF | 0,34 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 63 351 CHF | 65 251 CHF | 99,37% | 99,37% |