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 | 1,42% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 79 120 | 50 000 | 55 378 CHF | 35 508 CHF | 99,83% | 99,83% |
15/07/2024 | 1,70% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 46 756 | 37 028 | 34 777 CHF | 28 055 CHF | 93,85% | 93,85% |
12/07/2024 | 1,41% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 78 191 | 50 000 | 55 139 CHF | 35 779 CHF | 81,74% | 81,74% |
11/07/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 72 619 | 50 000 | 52 094 CHF | 36 385 CHF | 83,80% | 83,80% |
10/07/2024 | 1,27% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 70 078 | 50 000 | 55 013 CHF | 39 756 CHF | 98,55% | 98,55% |
09/07/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 67 251 | 50 000 | 55 715 CHF | 41 959 CHF | 100,00% | 100,00% |
08/07/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 691 CHF | 40 994 CHF | 100,00% | 100,00% |
05/07/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 64 428 | 50 000 | 53 775 CHF | 42 290 CHF | 98,35% | 98,35% |
04/07/2024 | 1,77% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 27 600 | 26 857 | 24 046 CHF | 23 794 CHF | 100,00% | 100,00% |
03/07/2024 | 1,84% | 0,86 CHF | 0,88 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 21 853 CHF | 22 259 CHF | 99,73% | 99,73% |