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 | 2,36% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 74 347 | 38 286 | 55 784 CHF | 30 343 CHF | 77,50% | 77,50% |
16/07/2024 | 3,57% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 99 680 | 36 562 | 52 256 CHF | 20 591 CHF | 84,23% | 84,23% |
15/07/2024 | 5,11% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 144 694 | 36 039 | 51 962 CHF | 14 408 CHF | 91,10% | 91,10% |
12/07/2024 | 3,29% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 96 112 | 37 082 | 51 858 CHF | 19 754 CHF | 81,15% | 81,15% |
11/07/2024 | 3,47% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 100 449 | 36 273 | 52 052 CHF | 19 935 CHF | 87,44% | 87,44% |
10/07/2024 | 3,38% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 97 215 | 38 203 | 52 826 CHF | 22 010 CHF | 76,64% | 76,64% |
09/07/2024 | 3,92% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 113 145 | 35 451 | 51 834 CHF | 16 485 CHF | 95,55% | 95,55% |
08/07/2024 | 2,74% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 81 004 | 34 870 | 52 952 CHF | 22 132 CHF | 93,23% | 93,23% |
05/07/2024 | 2,47% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 71 371 | 35 367 | 52 440 CHF | 26 641 CHF | 98,13% | 98,13% |
04/07/2024 | 2,50% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 70 971 | 34 236 | 52 984 CHF | 26 140 CHF | 83,98% | 83,98% |