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 | 1,79% | 0,93 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 261 CHF | 46 035 CHF | 100,00% | 100,00% |
15/07/2024 | 2,23% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 41 840 | 37 028 | 39 803 CHF | 35 989 CHF | 93,84% | 93,84% |
12/07/2024 | 1,78% | 0,95 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 601 CHF | 46 317 CHF | 81,73% | 81,73% |
11/07/2024 | 1,76% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 450 CHF | 47 031 CHF | 83,80% | 83,80% |
10/07/2024 | 1,63% | 0,92 CHF | 0,93 CHF | 60 000 | 50 000 | 52 553 | 50 000 | 52 290 CHF | 50 665 CHF | 98,54% | 98,54% |
09/07/2024 | 1,57% | 1,06 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 250 CHF | 53 078 CHF | 100,00% | 100,00% |
08/07/2024 | 1,55% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 002 | 50 000 | 51 196 CHF | 51 992 CHF | 100,00% | 100,00% |
05/07/2024 | 1,59% | 1,05 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 573 CHF | 53 416 CHF | 98,87% | 98,87% |
04/07/2024 | 2,30% | 1,11 CHF | 1,13 CHF | 50 000 | 50 000 | 26 857 | 26 857 | 29 171 CHF | 29 827 CHF | 100,00% | 100,00% |
03/07/2024 | 2,40% | 1,08 CHF | 1,11 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 27 236 CHF | 27 899 CHF | 99,73% | 99,73% |