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 | 3,02% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 159 141 | 100 000 | 51 822 CHF | 33 596 CHF | 100,00% | 100,00% |
15/07/2024 | 3,73% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 187 043 | 100 000 | 49 333 CHF | 27 450 CHF | 99,72% | 99,72% |
12/07/2024 | 3,52% | 0,24 CHF | 0,25 CHF | 192 279 | 100 000 | 181 180 | 100 000 | 50 675 CHF | 29 097 CHF | 97,14% | 97,14% |
11/07/2024 | 2,87% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 150 660 | 100 000 | 51 802 CHF | 35 423 CHF | 99,09% | 99,09% |
10/07/2024 | 2,73% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 142 745 | 100 000 | 51 502 CHF | 37 104 CHF | 98,75% | 98,75% |
09/07/2024 | 2,89% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 152 485 | 100 000 | 51 938 CHF | 35 084 CHF | 100,00% | 100,00% |
08/07/2024 | 2,94% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 154 560 | 100 000 | 51 837 CHF | 34 561 CHF | 98,75% | 98,75% |
05/07/2024 | 3,14% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 165 985 | 100 000 | 51 950 CHF | 32 356 CHF | 98,35% | 98,35% |
04/07/2024 | 2,80% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 146 404 | 100 000 | 51 485 CHF | 36 210 CHF | 100,00% | 100,00% |
03/07/2024 | 2,75% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 143 249 | 100 000 | 51 451 CHF | 36 946 CHF | 98,28% | 98,28% |