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 | 2,93% | 0,32 CHF | 0,33 CHF | 50 000 | 50 000 | 50 000 | 49 996 | 16 907 CHF | 17 406 CHF | 99,39% | 99,39% |
15/07/2024 | 2,56% | 0,45 CHF | 0,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 347 CHF | 19 847 CHF | 99,39% | 99,39% |
12/07/2024 | 2,45% | 0,53 CHF | 0,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 643 CHF | 21 143 CHF | 99,08% | 99,08% |
11/07/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 26 630 CHF | 27 130 CHF | 40,10% | 40,10% |
10/07/2024 | 1,62% | 0,58 CHF | 0,59 CHF | 50 000 | 50 000 | 40 043 | 40 047 | 24 402 CHF | 24 805 CHF | 95,45% | 95,45% |
09/07/2024 | 1,51% | 0,61 CHF | 0,62 CHF | 25 000 | 25 000 | 24 990 | 25 000 | 16 486 CHF | 16 743 CHF | 99,03% | 99,03% |
08/07/2024 | 1,33% | 0,71 CHF | 0,72 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 18 740 CHF | 18 990 CHF | 99,24% | 99,24% |
05/07/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 17 651 CHF | 17 901 CHF | 99,39% | 99,39% |
04/07/2024 | 1,60% | 0,66 CHF | 0,67 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 515 CHF | 15 765 CHF | 99,39% | 99,39% |
03/07/2024 | 1,79% | 0,63 CHF | 0,64 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 13 929 CHF | 14 179 CHF | 98,64% | 98,64% |