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 | 2,74% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 154 184 | 154 184 | 55 491 CHF | 57 033 CHF | 100,00% | 100,00% |
15/07/2024 | 4,35% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 234 137 | 234 137 | 52 699 CHF | 55 041 CHF | 100,00% | 100,00% |
12/07/2024 | 3,72% | 0,22 CHF | 0,23 CHF | 225 000 | 225 000 | 197 694 | 197 694 | 52 111 CHF | 54 088 CHF | 99,96% | 99,96% |
11/07/2024 | 2,89% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 159 273 | 159 273 | 54 396 CHF | 55 989 CHF | 98,55% | 98,55% |
10/07/2024 | 1,82% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 102 320 | 102 320 | 55 679 CHF | 56 703 CHF | 96,17% | 96,17% |
09/07/2024 | 1,94% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 109 160 | 109 159 | 55 760 CHF | 56 851 CHF | 99,60% | 99,60% |
08/07/2024 | 1,73% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 97 572 | 97 572 | 56 098 CHF | 57 074 CHF | 100,00% | 100,00% |
05/07/2024 | 1,77% | 0,66 CHF | 0,67 CHF | 75 000 | 75 000 | 96 500 | 96 500 | 54 061 CHF | 55 026 CHF | 100,00% | 100,00% |
04/07/2024 | 1,68% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 99 475 | 99 475 | 58 781 CHF | 59 775 CHF | 100,00% | 100,00% |
03/07/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 94 780 | 94 782 | 60 067 CHF | 61 016 CHF | 99,32% | 99,32% |