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 | 1,58% | 0,70 CHF | 0,71 CHF | 75 000 | 75 000 | 95 813 | 95 805 | 60 120 CHF | 61 072 CHF | 100,00% | 100,00% |
15/07/2024 | 1,15% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 058 CHF | 65 808 CHF | 100,00% | 100,00% |
12/07/2024 | 1,24% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 320 CHF | 61 070 CHF | 99,96% | 99,96% |
11/07/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 75 000 | 75 000 | 81 081 | 81 100 | 55 741 CHF | 56 565 CHF | 98,71% | 98,71% |
10/07/2024 | 2,27% | 0,53 CHF | 0,54 CHF | 125 000 | 125 000 | 125 203 | 125 203 | 54 792 CHF | 56 044 CHF | 96,17% | 96,17% |
09/07/2024 | 2,15% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 119 199 | 119 199 | 54 823 CHF | 56 015 CHF | 99,60% | 99,60% |
08/07/2024 | 2,35% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 129 500 | 129 500 | 54 573 CHF | 55 868 CHF | 100,00% | 100,00% |
05/07/2024 | 2,16% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 126 165 | 126 164 | 57 912 CHF | 59 173 CHF | 100,00% | 100,00% |
04/07/2024 | 2,24% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 126 833 | 126 833 | 56 209 CHF | 57 477 CHF | 100,00% | 100,00% |
03/07/2024 | 2,36% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 798 | 125 799 | 52 696 CHF | 53 955 CHF | 99,32% | 99,32% |