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 | 1,27% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 879 CHF | 39 699 CHF | 100,00% | 100,00% |
15/07/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 69 604 | 50 000 | 56 412 CHF | 41 032 CHF | 98,72% | 98,72% |
12/07/2024 | 1,27% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 802 CHF | 39 644 CHF | 99,38% | 99,38% |
11/07/2024 | 1,33% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 079 CHF | 56 829 CHF | 92,75% | 92,75% |
10/07/2024 | 1,42% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 79 258 | 75 000 | 55 289 CHF | 53 088 CHF | 100,00% | 100,00% |
09/07/2024 | 1,33% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 75 033 | 75 000 | 55 973 CHF | 56 700 CHF | 100,00% | 100,00% |
08/07/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 294 CHF | 38 567 CHF | 100,00% | 100,00% |
05/07/2024 | 1,20% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 63 831 | 50 000 | 52 863 CHF | 41 972 CHF | 99,62% | 99,62% |
04/07/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 518 CHF | 40 156 CHF | 100,00% | 100,00% |
03/07/2024 | 1,29% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 714 CHF | 58 464 CHF | 99,73% | 99,73% |