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 | 1,45% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 635 CHF | 34 647 CHF | 100,00% | 100,00% |
15/07/2024 | 1,41% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 78 077 | 50 000 | 54 985 CHF | 35 731 CHF | 98,52% | 98,52% |
12/07/2024 | 1,43% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 55 743 CHF | 35 339 CHF | 99,38% | 99,38% |
11/07/2024 | 1,43% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 55 661 CHF | 35 288 CHF | 99,16% | 99,16% |
10/07/2024 | 1,54% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 51 628 CHF | 32 767 CHF | 100,00% | 100,00% |
09/07/2024 | 1,55% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 80 379 | 50 000 | 51 503 CHF | 32 542 CHF | 100,00% | 100,00% |
08/07/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 50 957 CHF | 32 348 CHF | 100,00% | 100,00% |
05/07/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 83 036 | 50 000 | 51 996 CHF | 31 826 CHF | 99,62% | 99,62% |
04/07/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 82 533 | 50 000 | 51 873 CHF | 31 941 CHF | 100,00% | 100,00% |
03/07/2024 | 1,67% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 399 CHF | 30 166 CHF | 99,73% | 99,73% |