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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 3,50% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 108 345 | 38 129 | 52 531 CHF | 18 295 CHF | 77,21% | 77,21% |
16/07/2024 | 2,51% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 72 302 | 36 556 | 52 404 CHF | 26 496 CHF | 84,26% | 84,26% |
15/07/2024 | 2,06% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 63 467 | 36 028 | 56 308 CHF | 32 042 CHF | 91,07% | 91,07% |
12/07/2024 | 2,66% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 78 899 | 37 068 | 55 726 CHF | 27 991 CHF | 81,24% | 81,24% |
11/07/2024 | 2,42% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 71 943 | 36 232 | 52 972 CHF | 26 849 CHF | 87,49% | 87,49% |
10/07/2024 | 2,52% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 76 292 | 38 195 | 54 253 CHF | 27 437 CHF | 76,68% | 76,68% |
09/07/2024 | 2,30% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 71 078 | 35 445 | 57 038 CHF | 29 433 CHF | 95,59% | 95,59% |
08/07/2024 | 3,32% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 93 041 | 34 858 | 53 470 CHF | 22 654 CHF | 93,32% | 93,32% |
05/07/2024 | 3,55% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 100 281 | 35 361 | 52 009 CHF | 18 923 CHF | 98,18% | 98,18% |
04/07/2024 | 3,62% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 100 000 | 34 246 | 51 054 CHF | 18 118 CHF | 84,00% | 84,00% |