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 | 2,19% | 0,91 CHF | 0,93 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 21 258 CHF | 21 729 CHF | 100,00% | 100,00% |
15/07/2024 | 1,23% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 706 CHF | 41 004 CHF | 99,72% | 99,72% |
12/07/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 69 587 | 50 000 | 57 306 CHF | 41 680 CHF | 99,01% | 99,01% |
11/07/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 61 194 | 50 000 | 51 594 CHF | 42 671 CHF | 99,08% | 99,08% |
10/07/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 426 CHF | 40 805 CHF | 100,00% | 100,00% |
09/07/2024 | 1,29% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 131 CHF | 39 165 CHF | 100,00% | 100,00% |
08/07/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 69 946 | 50 000 | 56 293 CHF | 40 742 CHF | 100,00% | 100,00% |
05/07/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 887 CHF | 39 705 CHF | 98,86% | 98,86% |
04/07/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 092 CHF | 39 137 CHF | 100,00% | 100,00% |
03/07/2024 | 1,37% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 72 094 | 50 000 | 52 407 CHF | 36 871 CHF | 99,82% | 99,82% |