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 | 2,79% | 0,74 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 068 CHF | 56 624 CHF | 100,00% | 100,00% |
15/07/2024 | 2,64% | 0,76 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 707 CHF | 62 332 CHF | 95,21% | 95,21% |
12/07/2024 | 2,67% | 0,80 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 151 CHF | 62 803 CHF | 99,01% | 99,01% |
11/07/2024 | 2,61% | 0,76 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 328 CHF | 60 895 CHF | 89,01% | 89,01% |
10/07/2024 | 3,10% | 0,72 CHF | 0,74 CHF | 75 000 | 75 000 | 79 934 | 75 000 | 54 050 CHF | 52 311 CHF | 100,00% | 100,00% |
09/07/2024 | 2,95% | 0,67 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 55 003 CHF | 53 112 CHF | 100,00% | 100,00% |
08/07/2024 | 3,01% | 0,68 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 691 CHF | 51 875 CHF | 99,71% | 99,71% |
05/07/2024 | 3,07% | 0,65 CHF | 0,67 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 663 CHF | 51 878 CHF | 98,81% | 98,81% |
04/07/2024 | 3,09% | 0,68 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 072 CHF | 51 313 CHF | 100,00% | 100,00% |
03/07/2024 | 3,30% | 0,62 CHF | 0,64 CHF | 90 000 | 75 000 | 82 788 | 75 000 | 52 080 CHF | 48 787 CHF | 99,73% | 99,73% |