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 | 2,20% | 0,68 CHF | 0,70 CHF | 80 000 | 50 000 | 74 808 | 50 000 | 53 816 CHF | 36 857 CHF | 100,00% | 100,00% |
15/07/2024 | 1,93% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 79 815 | 50 000 | 54 425 CHF | 34 762 CHF | 98,61% | 98,61% |
12/07/2024 | 1,77% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 70 922 | 50 000 | 51 548 CHF | 37 003 CHF | 99,38% | 99,38% |
11/07/2024 | 2,18% | 0,71 CHF | 0,73 CHF | 80 000 | 50 000 | 79 139 | 50 000 | 53 058 CHF | 34 300 CHF | 99,00% | 99,00% |
10/07/2024 | 2,74% | 0,58 CHF | 0,59 CHF | 82 353 | 50 000 | 82 124 | 50 000 | 46 939 CHF | 29 365 CHF | 100,00% | 100,00% |
09/07/2024 | 2,05% | 0,57 CHF | 0,58 CHF | 82 047 | 50 000 | 81 748 | 50 000 | 44 995 CHF | 28 088 CHF | 100,00% | 100,00% |
08/07/2024 | 1,95% | 0,57 CHF | 0,59 CHF | 82 021 | 50 000 | 81 624 | 50 000 | 45 373 CHF | 28 337 CHF | 100,00% | 100,00% |
05/07/2024 | 2,58% | 0,60 CHF | 0,61 CHF | 82 451 | 50 000 | 82 200 | 50 000 | 48 860 CHF | 30 500 CHF | 99,62% | 99,62% |
04/07/2024 | 2,61% | 0,58 CHF | 0,59 CHF | 82 305 | 50 000 | 82 388 | 50 000 | 47 565 CHF | 29 628 CHF | 100,00% | 100,00% |
03/07/2024 | 2,18% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 79 349 | 50 000 | 53 359 CHF | 34 387 CHF | 99,73% | 99,73% |