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 | 2,04% | 0,43 CHF | 0,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 145 767 CHF | 49 589 CHF | 94,78% | 94,78% |
15/07/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 147 047 CHF | 50 016 CHF | 86,24% | 86,24% |
12/07/2024 | 2,32% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 128 181 CHF | 43 727 CHF | 99,31% | 99,31% |
11/07/2024 | 3,03% | 0,35 CHF | 0,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 97 879 CHF | 33 627 CHF | 97,99% | 97,99% |
10/07/2024 | 2,57% | 0,37 CHF | 0,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 115 538 CHF | 39 513 CHF | 95,90% | 95,90% |
09/07/2024 | 2,65% | 0,35 CHF | 0,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 111 726 CHF | 38 242 CHF | 96,67% | 96,67% |
08/07/2024 | 2,19% | 0,42 CHF | 0,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 136 258 CHF | 46 419 CHF | 92,95% | 92,95% |
05/07/2024 | 2,42% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 123 291 CHF | 42 097 CHF | 95,51% | 95,51% |
04/07/2024 | 2,47% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 120 042 CHF | 41 014 CHF | 99,31% | 99,31% |
03/07/2024 | 2,27% | 0,37 CHF | 0,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 131 158 CHF | 44 719 CHF | 97,74% | 97,74% |