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 | 1,57% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 81 817 | 50 000 | 51 566 CHF | 32 029 CHF | 100,00% | 100,00% |
15/07/2024 | 1,64% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 89 641 | 50 000 | 54 133 CHF | 30 700 CHF | 98,73% | 98,73% |
12/07/2024 | 1,57% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 81 926 | 50 000 | 51 804 CHF | 32 156 CHF | 99,38% | 99,38% |
11/07/2024 | 1,48% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 526 CHF | 50 930 CHF | 99,15% | 99,15% |
10/07/2024 | 1,38% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 76 672 | 75 000 | 54 989 CHF | 54 566 CHF | 100,00% | 100,00% |
09/07/2024 | 1,47% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 920 CHF | 51 300 CHF | 100,00% | 100,00% |
08/07/2024 | 1,51% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 693 CHF | 33 433 CHF | 100,00% | 100,00% |
05/07/2024 | 1,68% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 88 629 | 50 000 | 52 275 CHF | 30 028 CHF | 99,62% | 99,62% |
04/07/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 83 752 | 50 000 | 52 474 CHF | 31 844 CHF | 100,00% | 100,00% |
03/07/2024 | 1,52% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 80 330 | 75 000 | 52 454 CHF | 49 734 CHF | 99,73% | 99,73% |