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 | 5,14% | 0,32 CHF | 0,33 CHF | 200 000 | 200 000 | 95 039 | 95 039 | 28 713 CHF | 30 021 CHF | 99,88% | 99,88% |
15/07/2024 | 5,52% | 0,26 CHF | 0,27 CHF | 190 000 | 190 000 | 93 561 | 93 561 | 25 702 CHF | 26 992 CHF | 99,09% | 99,09% |
12/07/2024 | 4,08% | 0,28 CHF | 0,29 CHF | 190 000 | 190 000 | 96 422 | 96 422 | 33 543 CHF | 34 881 CHF | 100,00% | 100,00% |
11/07/2024 | 5,50% | 0,33 CHF | 0,34 CHF | 200 000 | 200 000 | 94 028 | 94 028 | 27 231 CHF | 28 532 CHF | 100,00% | 100,00% |
10/07/2024 | 5,40% | 0,28 CHF | 0,29 CHF | 190 000 | 190 000 | 93 157 | 93 157 | 26 608 CHF | 27 898 CHF | 100,00% | 100,00% |
09/07/2024 | 6,04% | 0,34 CHF | 0,35 CHF | 200 000 | 200 000 | 95 330 | 95 330 | 26 733 CHF | 28 040 CHF | 98,82% | 98,82% |
08/07/2024 | 3,66% | 0,38 CHF | 0,39 CHF | 200 000 | 200 000 | 97 419 | 97 419 | 39 905 CHF | 41 260 CHF | 100,00% | 100,00% |
05/07/2024 | 2,65% | 0,51 CHF | 0,52 CHF | 210 000 | 210 000 | 103 014 | 103 014 | 58 775 CHF | 60 198 CHF | 98,96% | 98,96% |
04/07/2024 | 2,60% | 0,58 CHF | 0,59 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 43 165 CHF | 44 300 CHF | 99,44% | 99,44% |
03/07/2024 | 2,56% | 0,60 CHF | 0,61 CHF | 210 000 | 210 000 | 103 143 | 103 143 | 61 958 CHF | 63 386 CHF | 99,64% | 99,64% |