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 | 1,05% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 56 401 | 50 000 | 55 547 CHF | 49 880 CHF | 100,00% | 100,00% |
15/07/2024 | 1,13% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 714 CHF | 47 799 CHF | 98,59% | 98,59% |
12/07/2024 | 1,56% | 0,99 CHF | 1,01 CHF | 60 000 | 50 000 | 56 875 | 50 000 | 56 261 CHF | 50 281 CHF | 99,38% | 99,38% |
11/07/2024 | 1,39% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 59 712 | 50 000 | 55 870 CHF | 47 454 CHF | 99,16% | 99,16% |
10/07/2024 | 1,60% | 0,84 CHF | 0,86 CHF | 60 000 | 50 000 | 64 384 | 50 000 | 53 822 CHF | 42 540 CHF | 100,00% | 100,00% |
09/07/2024 | 1,86% | 0,83 CHF | 0,85 CHF | 70 000 | 50 000 | 69 954 | 50 000 | 56 785 CHF | 41 348 CHF | 100,00% | 100,00% |
08/07/2024 | 1,88% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 68 588 | 50 000 | 55 985 CHF | 41 610 CHF | 100,00% | 100,00% |
05/07/2024 | 1,34% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 60 261 | 50 000 | 51 815 CHF | 43 581 CHF | 99,62% | 99,62% |
04/07/2024 | 1,33% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 63 290 | 50 000 | 53 284 CHF | 42 690 CHF | 100,00% | 100,00% |
03/07/2024 | 1,20% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 59 602 | 50 000 | 55 866 CHF | 47 454 CHF | 99,73% | 99,73% |