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 | 1,97% | 0,52 CHF | 0,53 CHF | 100 000 | 25 000 | 102 347 | 25 000 | 51 491 CHF | 12 836 CHF | 72,14% | 72,14% |
15/07/2024 | 1,90% | 0,51 CHF | 0,52 CHF | 100 000 | 25 000 | 100 000 | 25 000 | 52 209 CHF | 13 302 CHF | 99,72% | 99,72% |
12/07/2024 | 1,91% | 0,54 CHF | 0,55 CHF | 100 000 | 25 000 | 100 000 | 25 000 | 51 957 CHF | 13 239 CHF | 99,01% | 99,01% |
11/07/2024 | 2,00% | 0,52 CHF | 0,53 CHF | 100 000 | 25 000 | 104 282 | 25 000 | 51 684 CHF | 12 656 CHF | 86,88% | 86,88% |
10/07/2024 | 2,13% | 0,48 CHF | 0,49 CHF | 110 000 | 25 000 | 110 002 | 25 000 | 51 156 CHF | 11 876 CHF | 94,59% | 94,59% |
09/07/2024 | 2,01% | 0,45 CHF | 0,46 CHF | 111 124 | 25 000 | 104 976 | 25 000 | 51 669 CHF | 12 577 CHF | 88,55% | 88,55% |
08/07/2024 | 1,98% | 0,49 CHF | 0,50 CHF | 109 123 | 25 000 | 104 331 | 25 000 | 52 034 CHF | 12 728 CHF | 93,44% | 93,44% |
05/07/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 100 000 | 25 000 | 100 000 | 25 000 | 51 460 CHF | 13 115 CHF | 98,98% | 98,98% |
04/07/2024 | 1,91% | 0,50 CHF | 0,51 CHF | 100 000 | 25 000 | 100 000 | 25 000 | 51 863 CHF | 13 216 CHF | 100,00% | 100,00% |
03/07/2024 | 1,99% | 0,51 CHF | 0,52 CHF | 109 827 | 25 000 | 104 482 | 25 000 | 51 902 CHF | 12 675 CHF | 68,43% | 68,43% |