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 | 3,18% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 170 000 | 75 000 | 52 689 CHF | 23 995 CHF | 100,00% | 100,00% |
15/07/2024 | 3,14% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 166 216 | 75 000 | 52 025 CHF | 24 236 CHF | 99,71% | 99,71% |
12/07/2024 | 3,39% | 0,30 CHF | 0,31 CHF | 170 000 | 75 000 | 177 789 | 75 000 | 51 591 CHF | 22 523 CHF | 99,01% | 99,01% |
11/07/2024 | 3,40% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 178 023 | 75 000 | 51 472 CHF | 22 444 CHF | 99,09% | 99,09% |
10/07/2024 | 3,44% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 179 965 | 75 000 | 51 471 CHF | 22 202 CHF | 81,25% | 81,25% |
09/07/2024 | 3,55% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 183 404 | 100 000 | 50 727 CHF | 28 671 CHF | 100,00% | 100,00% |
08/07/2024 | 3,51% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 180 190 | 100 000 | 50 498 CHF | 29 026 CHF | 100,00% | 100,00% |
05/07/2024 | 3,56% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 184 343 | 100 000 | 50 791 CHF | 28 566 CHF | 98,98% | 98,98% |
04/07/2024 | 3,69% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 193 451 | 100 000 | 51 517 CHF | 27 643 CHF | 100,00% | 100,00% |
03/07/2024 | 3,74% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 197 277 | 100 000 | 51 809 CHF | 27 272 CHF | 100,00% | 100,00% |