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 | 2,83% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 87 420 | 38 150 | 52 872 CHF | 22 844 CHF | 77,27% | 77,27% |
16/07/2024 | 2,17% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 63 639 | 36 505 | 53 694 CHF | 30 840 CHF | 84,17% | 84,17% |
15/07/2024 | 1,82% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 57 039 | 36 042 | 57 282 CHF | 36 372 CHF | 91,22% | 91,22% |
12/07/2024 | 2,27% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 71 269 | 37 079 | 59 099 CHF | 32 441 CHF | 81,16% | 81,16% |
11/07/2024 | 2,10% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 63 469 | 36 254 | 54 280 CHF | 31 200 CHF | 87,56% | 87,56% |
10/07/2024 | 2,16% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 67 802 | 38 191 | 56 303 CHF | 32 021 CHF | 76,69% | 76,69% |
09/07/2024 | 2,00% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 63 268 | 35 526 | 58 458 CHF | 33 761 CHF | 95,81% | 95,81% |
08/07/2024 | 2,73% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 78 944 | 34 853 | 55 333 CHF | 26 818 CHF | 93,35% | 93,35% |
05/07/2024 | 2,89% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 80 897 | 35 357 | 51 676 CHF | 23 163 CHF | 98,20% | 98,20% |
04/07/2024 | 2,96% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 81 144 | 34 244 | 51 157 CHF | 22 231 CHF | 84,00% | 84,00% |