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 | 2,08% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 110 318 | 100 000 | 52 456 CHF | 48 560 CHF | 100,00% | 100,00% |
15/07/2024 | 1,84% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 052 | 100 000 | 53 905 CHF | 54 880 CHF | 99,72% | 99,72% |
12/07/2024 | 1,89% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 101 525 | 100 000 | 53 238 CHF | 53 500 CHF | 97,13% | 97,13% |
11/07/2024 | 2,15% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 113 492 | 100 000 | 52 279 CHF | 47 101 CHF | 99,08% | 99,08% |
10/07/2024 | 2,22% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 117 985 | 100 000 | 52 463 CHF | 45 494 CHF | 98,75% | 98,75% |
09/07/2024 | 2,13% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 111 040 | 100 000 | 51 655 CHF | 47 535 CHF | 100,00% | 100,00% |
08/07/2024 | 2,09% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 110 000 | 100 000 | 52 183 CHF | 48 439 CHF | 98,75% | 98,75% |
05/07/2024 | 1,99% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 102 405 | 100 000 | 50 987 CHF | 50 842 CHF | 98,35% | 98,35% |
04/07/2024 | 2,15% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 113 692 | 100 000 | 52 190 CHF | 46 935 CHF | 100,00% | 100,00% |
03/07/2024 | 2,18% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 116 537 | 100 000 | 52 743 CHF | 46 298 CHF | 98,93% | 98,93% |