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 | 3,89% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 120 527 | 38 257 | 52 116 CHF | 16 359 CHF | 77,48% | 77,48% |
16/07/2024 | 2,67% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 81 718 | 36 557 | 55 011 CHF | 24 578 CHF | 84,26% | 84,26% |
15/07/2024 | 2,17% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 66 438 | 36 042 | 55 445 CHF | 30 164 CHF | 91,07% | 91,07% |
12/07/2024 | 2,82% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 82 312 | 37 070 | 53 732 CHF | 26 053 CHF | 81,22% | 81,22% |
11/07/2024 | 2,56% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 79 400 | 36 248 | 54 309 CHF | 24 961 CHF | 87,49% | 87,49% |
10/07/2024 | 2,73% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 160 | 38 196 | 52 679 CHF | 25 407 CHF | 76,67% | 76,67% |
09/07/2024 | 2,46% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 71 103 | 35 524 | 53 331 CHF | 27 633 CHF | 95,77% | 95,77% |
08/07/2024 | 3,67% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 101 185 | 34 840 | 52 607 CHF | 20 795 CHF | 93,25% | 93,25% |
05/07/2024 | 3,93% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 110 593 | 35 362 | 51 632 CHF | 17 085 CHF | 98,17% | 98,17% |
04/07/2024 | 4,02% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 113 064 | 34 326 | 51 663 CHF | 16 304 CHF | 83,28% | 83,28% |