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 | 2,90% | 0,32 CHF | 0,33 CHF | 200 000 | 200 000 | 223 866 | 223 866 | 76 217 CHF | 78 456 CHF | 100,00% | 100,00% |
15/07/2024 | 3,00% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 57 697 CHF | 59 447 CHF | 100,00% | 100,00% |
12/07/2024 | 2,51% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 59 174 CHF | 60 674 CHF | 100,00% | 100,00% |
11/07/2024 | 2,25% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 888 CHF | 56 138 CHF | 100,00% | 100,00% |
10/07/2024 | 1,82% | 0,48 CHF | 0,49 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 552 CHF | 55 552 CHF | 100,00% | 100,00% |
09/07/2024 | 1,71% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 927 CHF | 58 927 CHF | 100,00% | 100,00% |
08/07/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 659 CHF | 63 659 CHF | 100,00% | 100,00% |
05/07/2024 | 1,71% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 235 CHF | 59 235 CHF | 100,00% | 100,00% |
04/07/2024 | 1,50% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 66 163 CHF | 67 163 CHF | 100,00% | 100,00% |
03/07/2024 | 1,82% | 0,56 CHF | 0,57 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 68 248 CHF | 69 498 CHF | 100,00% | 100,00% |