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 | 1,54% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 60 446 | 50 000 | 51 302 CHF | 43 100 CHF | 100,00% | 100,00% |
15/07/2024 | 1,44% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 788 CHF | 45 474 CHF | 94,29% | 94,29% |
12/07/2024 | 1,38% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 911 CHF | 44 707 CHF | 99,01% | 99,01% |
11/07/2024 | 1,36% | 0,85 CHF | 0,87 CHF | 60 000 | 50 000 | 61 505 | 50 000 | 52 017 CHF | 42 890 CHF | 98,80% | 98,80% |
10/07/2024 | 1,41% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 249 CHF | 39 300 CHF | 99,37% | 99,37% |
09/07/2024 | 1,62% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 70 463 | 50 000 | 51 809 CHF | 37 374 CHF | 99,81% | 99,81% |
08/07/2024 | 1,36% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 019 | 50 000 | 54 972 CHF | 39 794 CHF | 100,00% | 100,00% |
05/07/2024 | 1,47% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 394 CHF | 39 427 CHF | 98,91% | 98,91% |
04/07/2024 | 1,36% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 166 CHF | 40 669 CHF | 100,00% | 100,00% |
03/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |