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 | 2,60% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 149 165 | 149 165 | 56 620 CHF | 58 112 CHF | 99,08% | 99,08% |
15/07/2024 | 3,20% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 172 275 | 172 275 | 52 968 CHF | 54 691 CHF | 85,08% | 85,08% |
12/07/2024 | 2,26% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 660 CHF | 55 910 CHF | 98,84% | 98,84% |
11/07/2024 | 1,98% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 105 000 | 105 000 | 52 390 CHF | 53 440 CHF | 98,16% | 98,16% |
10/07/2024 | 1,99% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 105 560 | 105 560 | 52 519 CHF | 53 574 CHF | 95,12% | 95,12% |
09/07/2024 | 1,88% | 0,48 CHF | 0,49 CHF | 100 000 | 100 000 | 100 528 | 100 528 | 52 942 CHF | 53 947 CHF | 98,67% | 98,67% |
08/07/2024 | 2,14% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 907 CHF | 59 157 CHF | 98,59% | 98,59% |
05/07/2024 | 1,93% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 104 376 | 104 376 | 53 466 CHF | 54 510 CHF | 99,17% | 99,17% |
04/07/2024 | 1,98% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 112 147 | 112 147 | 56 067 CHF | 57 188 CHF | 99,18% | 99,18% |
03/07/2024 | 2,51% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 145 059 | 145 059 | 57 021 CHF | 58 472 CHF | 98,45% | 98,45% |