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 | 1,89% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 510 CHF | 26 755 CHF | 100,00% | 100,00% |
15/07/2024 | 2,31% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 57 888 | 37 026 | 32 560 CHF | 21 402 CHF | 93,86% | 93,86% |
12/07/2024 | 1,87% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 99 889 | 50 000 | 52 934 CHF | 26 998 CHF | 81,73% | 81,73% |
11/07/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 99 984 | 50 000 | 54 033 CHF | 27 521 CHF | 83,80% | 83,80% |
10/07/2024 | 1,66% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 90 953 | 50 000 | 54 527 CHF | 30 504 CHF | 98,55% | 98,55% |
09/07/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 80 997 | 50 000 | 51 733 CHF | 32 448 CHF | 100,00% | 100,00% |
08/07/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 85 776 | 50 000 | 53 352 CHF | 31 623 CHF | 100,00% | 100,00% |
05/07/2024 | 1,54% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 81 333 | 50 000 | 52 432 CHF | 32 754 CHF | 98,87% | 98,87% |
04/07/2024 | 2,26% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 29 085 | 26 857 | 19 699 CHF | 18 563 CHF | 100,00% | 100,00% |
03/07/2024 | 2,37% | 0,67 CHF | 0,69 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 16 985 CHF | 17 392 CHF | 99,73% | 99,73% |