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 | 2,96% | 0,34 CHF | 0,35 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 99 799 CHF | 102 799 CHF | 100,00% | 100,00% |
15/07/2024 | 2,76% | 0,36 CHF | 0,37 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 107 360 CHF | 110 360 CHF | 100,00% | 100,00% |
12/07/2024 | 2,56% | 0,38 CHF | 0,39 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 115 699 CHF | 118 699 CHF | 100,00% | 100,00% |
11/07/2024 | 2,68% | 0,38 CHF | 0,39 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 110 683 CHF | 113 683 CHF | 100,00% | 100,00% |
10/07/2024 | 2,80% | 0,37 CHF | 0,38 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 105 668 CHF | 108 668 CHF | 100,00% | 100,00% |
09/07/2024 | 2,64% | 0,38 CHF | 0,39 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 93 313 CHF | 95 813 CHF | 100,00% | 100,00% |
08/07/2024 | 2,54% | 0,40 CHF | 0,41 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 97 382 CHF | 99 882 CHF | 100,00% | 100,00% |
05/07/2024 | 2,28% | 0,45 CHF | 0,46 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 108 419 CHF | 110 919 CHF | 100,00% | 100,00% |
04/07/2024 | 2,35% | 0,43 CHF | 0,44 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 105 246 CHF | 107 746 CHF | 100,00% | 100,00% |
03/07/2024 | 2,42% | 0,40 CHF | 0,41 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 102 080 CHF | 104 580 CHF | 100,00% | 100,00% |