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 | 4,36% | 0,30 CHF | 0,31 CHF | 170 000 | 75 000 | 136 896 | 38 367 | 51 607 CHF | 14 322 CHF | 77,21% | 77,21% |
16/07/2024 | 2,92% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 83 591 | 36 553 | 51 615 CHF | 22 587 CHF | 84,28% | 84,28% |
15/07/2024 | 2,33% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 71 617 | 36 025 | 55 947 CHF | 28 179 CHF | 91,16% | 91,16% |
12/07/2024 | 3,12% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 87 677 | 37 063 | 52 336 CHF | 24 018 CHF | 81,26% | 81,26% |
11/07/2024 | 2,81% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 82 233 | 36 257 | 51 818 CHF | 23 014 CHF | 87,56% | 87,56% |
10/07/2024 | 2,97% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 88 026 | 38 192 | 53 107 CHF | 23 330 CHF | 76,69% | 76,69% |
09/07/2024 | 2,64% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 79 277 | 35 459 | 54 991 CHF | 25 629 CHF | 95,64% | 95,64% |
08/07/2024 | 4,12% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 112 824 | 34 853 | 52 243 CHF | 18 902 CHF | 93,35% | 93,35% |
05/07/2024 | 4,44% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 126 279 | 35 358 | 52 061 CHF | 15 161 CHF | 98,20% | 98,20% |
04/07/2024 | 4,50% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 129 968 | 34 243 | 52 287 CHF | 14 390 CHF | 84,00% | 84,00% |