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 | 2,51% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 141 364 | 141 364 | 55 656 CHF | 57 070 CHF | 99,05% | 99,05% |
15/07/2024 | 2,40% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 51 427 CHF | 52 677 CHF | 99,06% | 99,06% |
12/07/2024 | 2,52% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 145 558 | 145 558 | 56 960 CHF | 58 416 CHF | 98,83% | 98,83% |
11/07/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 457 | 125 457 | 51 544 CHF | 52 799 CHF | 97,51% | 97,51% |
10/07/2024 | 2,47% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 130 392 | 130 392 | 51 989 CHF | 53 293 CHF | 95,13% | 95,13% |
09/07/2024 | 2,26% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 648 CHF | 55 898 CHF | 98,66% | 98,66% |
08/07/2024 | 2,07% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 124 919 | 124 919 | 59 592 CHF | 60 841 CHF | 98,57% | 98,57% |
05/07/2024 | 2,05% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 120 104 | 120 104 | 57 902 CHF | 59 103 CHF | 99,17% | 99,17% |
04/07/2024 | 2,11% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 58 749 CHF | 59 999 CHF | 99,18% | 99,18% |
03/07/2024 | 2,21% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 946 CHF | 57 196 CHF | 98,44% | 98,44% |