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 | 0,75% | 1,37 CHF | 1,38 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 53 413 CHF | 26 906 CHF | 100,00% | 100,00% |
15/07/2024 | 0,66% | 1,43 CHF | 1,44 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 60 289 CHF | 30 344 CHF | 97,09% | 97,09% |
12/07/2024 | 0,65% | 1,48 CHF | 1,49 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 61 391 CHF | 15 448 CHF | 99,01% | 99,01% |
11/07/2024 | 0,64% | 1,62 CHF | 1,63 CHF | 40 000 | 20 000 | 39 930 | 20 000 | 61 933 CHF | 31 225 CHF | 99,05% | 99,05% |
10/07/2024 | 0,67% | 1,46 CHF | 1,47 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 59 567 CHF | 29 984 CHF | 100,00% | 100,00% |
09/07/2024 | 0,64% | 1,51 CHF | 1,52 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 61 991 CHF | 31 196 CHF | 100,00% | 100,00% |
08/07/2024 | 0,63% | 1,53 CHF | 1,54 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 63 810 CHF | 16 053 CHF | 99,74% | 99,74% |
05/07/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 64 877 CHF | 32 638 CHF | 98,86% | 98,86% |
04/07/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 60 234 CHF | 30 317 CHF | 100,00% | 100,00% |
03/07/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 55 168 CHF | 27 784 CHF | 82,74% | 82,74% |