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 | 2,14% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 820 CHF | 59 070 CHF | 100,00% | 100,00% |
15/07/2024 | 1,98% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 109 220 | 109 220 | 54 587 CHF | 55 679 CHF | 100,00% | 100,00% |
12/07/2024 | 2,05% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 120 459 | 120 459 | 57 987 CHF | 59 192 CHF | 99,69% | 99,69% |
11/07/2024 | 2,23% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 582 CHF | 56 832 CHF | 99,43% | 99,43% |
10/07/2024 | 2,35% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 672 CHF | 53 922 CHF | 96,10% | 96,10% |
09/07/2024 | 2,33% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 125 258 | 125 258 | 53 127 CHF | 54 380 CHF | 99,65% | 99,65% |
08/07/2024 | 2,11% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 58 719 CHF | 59 969 CHF | 99,83% | 99,83% |
05/07/2024 | 2,05% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 118 504 | 118 504 | 57 265 CHF | 58 450 CHF | 100,00% | 100,00% |
04/07/2024 | 2,06% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 60 035 CHF | 61 285 CHF | 100,00% | 100,00% |
03/07/2024 | 2,14% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 835 CHF | 59 085 CHF | 99,23% | 99,23% |