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 | 1,69% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 65 940 | 44 964 | 46 585 CHF | 32 294 CHF | 100,00% | 100,00% |
15/07/2024 | 1,88% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 88 720 | 50 000 | 52 495 CHF | 30 180 CHF | 99,71% | 99,71% |
12/07/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 93 840 | 50 000 | 52 321 CHF | 28 395 CHF | 99,01% | 99,01% |
11/07/2024 | 2,38% | 0,55 CHF | 0,57 CHF | 100 000 | 50 000 | 99 831 | 50 000 | 53 282 CHF | 27 330 CHF | 99,09% | 99,09% |
10/07/2024 | 2,34% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 90 686 | 50 000 | 51 267 CHF | 28 943 CHF | 100,00% | 100,00% |
09/07/2024 | 1,86% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 99 099 | 50 000 | 52 891 CHF | 27 199 CHF | 100,00% | 100,00% |
08/07/2024 | 1,96% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 102 410 | 50 000 | 51 791 CHF | 25 822 CHF | 100,00% | 100,00% |
05/07/2024 | 1,97% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 88 254 | 50 000 | 52 691 CHF | 30 492 CHF | 98,86% | 98,86% |
04/07/2024 | 1,54% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 51 567 CHF | 32 729 CHF | 100,00% | 100,00% |
03/07/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 797 CHF | 33 498 CHF | 99,82% | 99,82% |