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 | 2,73% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 80 421 | 45 211 | 46 529 CHF | 26 667 CHF | 100,00% | 100,00% |
15/07/2024 | 1,74% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 90 449 | 50 000 | 51 436 CHF | 28 940 CHF | 99,77% | 99,77% |
12/07/2024 | 1,73% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 89 981 | 49 990 | 51 738 CHF | 29 244 CHF | 97,74% | 97,74% |
11/07/2024 | 2,34% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 86 894 | 47 583 | 50 133 CHF | 27 978 CHF | 97,19% | 97,19% |
10/07/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 124 CHF | 29 458 CHF | 100,00% | 100,00% |
09/07/2024 | 1,74% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 90 146 | 50 000 | 51 369 CHF | 28 994 CHF | 100,00% | 100,00% |
08/07/2024 | 1,82% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 99 328 | 50 000 | 54 080 CHF | 27 728 CHF | 100,00% | 100,00% |
05/07/2024 | 1,84% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 99 753 | 49 983 | 53 915 CHF | 27 517 CHF | 91,78% | 91,78% |
04/07/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 98 445 | 50 000 | 53 818 CHF | 27 844 CHF | 72,37% | 72,37% |
03/07/2024 | 1,74% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 91 026 | 50 000 | 51 834 CHF | 28 983 CHF | 98,07% | 98,07% |