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 | 1,93% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 83 415 | 75 000 | 52 166 CHF | 47 895 CHF | 99,99% | 99,99% |
15/07/2024 | 2,30% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 94 739 | 75 000 | 52 670 CHF | 42 780 CHF | 98,73% | 98,73% |
12/07/2024 | 2,33% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 93 221 | 75 000 | 52 013 CHF | 42 892 CHF | 99,38% | 99,38% |
11/07/2024 | 2,11% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 88 774 | 75 000 | 53 119 CHF | 45 867 CHF | 98,43% | 98,43% |
10/07/2024 | 1,84% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 79 405 | 75 000 | 54 302 CHF | 52 263 CHF | 100,00% | 100,00% |
09/07/2024 | 1,88% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 81 127 | 75 000 | 52 771 CHF | 49 744 CHF | 99,28% | 99,28% |
08/07/2024 | 1,97% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 80 394 | 75 000 | 52 309 CHF | 49 779 CHF | 99,62% | 99,62% |
05/07/2024 | 2,04% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 87 134 | 75 000 | 54 037 CHF | 47 531 CHF | 99,62% | 99,62% |
04/07/2024 | 1,87% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 65 942 CHF | 67 180 CHF | 100,00% | 100,00% |
03/07/2024 | 1,67% | 0,71 CHF | 0,72 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 69 133 CHF | 70 298 CHF | 99,73% | 99,73% |