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 | 3,65% | 0,43 CHF | 0,44 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 16 556 CHF | 17 171 CHF | 100,00% | 100,00% |
15/07/2024 | 1,51% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 52 598 CHF | 50 061 CHF | 99,61% | 99,61% |
12/07/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 52 568 CHF | 50 032 CHF | 99,01% | 99,01% |
11/07/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 80 583 | 75 000 | 52 099 CHF | 49 254 CHF | 93,88% | 93,88% |
10/07/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 54 847 CHF | 52 169 CHF | 100,00% | 100,00% |
09/07/2024 | 1,59% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 86 106 | 75 000 | 53 850 CHF | 47 701 CHF | 100,00% | 100,00% |
08/07/2024 | 1,63% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 87 876 | 75 000 | 53 590 CHF | 46 527 CHF | 97,53% | 97,53% |
05/07/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 84 814 | 75 000 | 52 788 CHF | 47 485 CHF | 98,69% | 98,69% |
04/07/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 86 187 | 75 000 | 53 728 CHF | 47 528 CHF | 87,44% | 87,44% |
03/07/2024 | 1,55% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 80 413 | 75 000 | 51 590 CHF | 48 875 CHF | 99,95% | 99,95% |