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 | 2,32% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 120 571 | 100 000 | 51 311 CHF | 43 564 CHF | 100,00% | 100,00% |
15/07/2024 | 2,29% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 120 452 | 100 000 | 51 940 CHF | 44 129 CHF | 99,66% | 99,66% |
12/07/2024 | 2,24% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 120 000 | 100 000 | 53 061 CHF | 45 218 CHF | 99,01% | 99,01% |
11/07/2024 | 2,18% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 114 390 | 100 000 | 51 826 CHF | 46 374 CHF | 99,09% | 99,09% |
10/07/2024 | 2,17% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 113 297 | 100 000 | 51 659 CHF | 46 628 CHF | 100,00% | 100,00% |
09/07/2024 | 2,03% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 106 845 | 100 000 | 51 999 CHF | 49 707 CHF | 100,00% | 100,00% |
08/07/2024 | 1,92% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 680 CHF | 52 680 CHF | 100,00% | 100,00% |
05/07/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 530 CHF | 52 530 CHF | 98,98% | 98,98% |
04/07/2024 | 2,00% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 104 627 | 100 000 | 51 802 CHF | 50 535 CHF | 100,00% | 100,00% |
03/07/2024 | 2,20% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 116 075 | 100 000 | 52 117 CHF | 45 962 CHF | 99,99% | 99,99% |