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 | 3,10% | 0,93 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 084 CHF | 47 347 CHF | 100,00% | 100,00% |
15/07/2024 | 2,91% | 0,98 CHF | 1,02 CHF | 60 000 | 50 000 | 50 768 | 50 000 | 56 726 CHF | 57 618 CHF | 95,18% | 95,18% |
12/07/2024 | 2,68% | 1,10 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 876 CHF | 58 422 CHF | 99,01% | 99,01% |
11/07/2024 | 2,51% | 1,00 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 191 CHF | 54 541 CHF | 89,84% | 89,84% |
10/07/2024 | 2,89% | 0,90 CHF | 0,92 CHF | 60 000 | 50 000 | 68 525 | 50 000 | 55 118 CHF | 41 465 CHF | 100,00% | 100,00% |
09/07/2024 | 2,78% | 0,80 CHF | 0,82 CHF | 70 000 | 50 000 | 65 122 | 50 000 | 53 922 CHF | 42 641 CHF | 99,65% | 99,65% |
08/07/2024 | 2,83% | 0,80 CHF | 0,82 CHF | 70 000 | 50 000 | 69 985 | 50 000 | 55 417 CHF | 40 730 CHF | 99,71% | 99,71% |
05/07/2024 | 2,99% | 0,74 CHF | 0,76 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 587 CHF | 40 909 CHF | 98,81% | 98,81% |
04/07/2024 | 2,73% | 0,81 CHF | 0,83 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 727 CHF | 40 171 CHF | 100,00% | 100,00% |
03/07/2024 | 3,01% | 0,70 CHF | 0,72 CHF | 80 000 | 50 000 | 76 115 | 50 000 | 54 098 CHF | 36 659 CHF | 99,63% | 99,63% |