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 | 3,16% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 98 072 | 38 136 | 52 619 CHF | 20 240 CHF | 77,25% | 77,25% |
16/07/2024 | 2,36% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 71 756 | 36 480 | 55 697 CHF | 28 305 CHF | 84,13% | 84,13% |
15/07/2024 | 1,94% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 63 441 | 36 040 | 59 534 CHF | 33 899 CHF | 91,23% | 91,23% |
12/07/2024 | 2,44% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 71 854 | 37 061 | 54 625 CHF | 29 875 CHF | 81,28% | 81,28% |
11/07/2024 | 2,27% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 70 430 | 36 129 | 55 522 CHF | 28 658 CHF | 87,29% | 87,29% |
10/07/2024 | 2,37% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 72 290 | 38 190 | 55 181 CHF | 29 396 CHF | 76,70% | 76,70% |
09/07/2024 | 2,16% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 64 989 | 35 526 | 55 517 CHF | 31 315 CHF | 95,82% | 95,82% |
08/07/2024 | 3,07% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 86 013 | 34 851 | 54 065 CHF | 24 437 CHF | 93,36% | 93,36% |
05/07/2024 | 3,08% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 90 571 | 35 346 | 51 724 CHF | 20 737 CHF | 98,19% | 98,19% |
04/07/2024 | 3,32% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 91 066 | 34 246 | 51 067 CHF | 19 844 CHF | 84,00% | 84,00% |