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 | 2,35% | 0,40 CHF | 0,41 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 42 085 CHF | 43 085 CHF | 100,00% | 100,00% |
15/07/2024 | 2,11% | 0,45 CHF | 0,46 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 42 320 CHF | 43 220 CHF | 100,00% | 100,00% |
12/07/2024 | 1,87% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 954 CHF | 53 954 CHF | 100,00% | 100,00% |
11/07/2024 | 2,11% | 0,49 CHF | 0,50 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 46 900 CHF | 47 900 CHF | 100,00% | 100,00% |
10/07/2024 | 2,37% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 135 CHF | 53 385 CHF | 100,00% | 100,00% |
09/07/2024 | 2,34% | 0,40 CHF | 0,41 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 42 226 CHF | 43 226 CHF | 100,00% | 100,00% |
08/07/2024 | 2,04% | 0,44 CHF | 0,45 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 48 713 CHF | 49 713 CHF | 100,00% | 100,00% |
05/07/2024 | 1,81% | 0,52 CHF | 0,53 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 49 265 CHF | 50 165 CHF | 100,00% | 100,00% |
04/07/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 792 CHF | 54 792 CHF | 100,00% | 100,00% |
03/07/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 640 CHF | 54 640 CHF | 100,00% | 100,00% |