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 | 2,71% | 0,35 CHF | 0,36 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 45 589 CHF | 46 839 CHF | 100,00% | 100,00% |
15/07/2024 | 2,47% | 0,37 CHF | 0,38 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 49 949 CHF | 51 199 CHF | 100,00% | 100,00% |
12/07/2024 | 2,34% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 865 CHF | 54 115 CHF | 100,00% | 100,00% |
11/07/2024 | 2,32% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 250 CHF | 54 500 CHF | 100,00% | 100,00% |
10/07/2024 | 2,57% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 47 990 CHF | 49 240 CHF | 100,00% | 100,00% |
09/07/2024 | 2,69% | 0,36 CHF | 0,37 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 45 946 CHF | 47 196 CHF | 100,00% | 100,00% |
08/07/2024 | 2,63% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 56 353 CHF | 57 853 CHF | 100,00% | 100,00% |
05/07/2024 | 2,84% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 52 008 CHF | 53 508 CHF | 100,00% | 100,00% |
04/07/2024 | 2,93% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 50 443 CHF | 51 943 CHF | 100,00% | 100,00% |
03/07/2024 | 2,97% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 49 844 CHF | 51 344 CHF | 100,00% | 100,00% |