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 | 2,36% | 0,53 CHF | 0,54 CHF | 83 650 | 50 000 | 84 253 | 50 000 | 47 834 CHF | 29 055 CHF | 100,00% | 100,00% |
15/07/2024 | 2,64% | 0,56 CHF | 0,57 CHF | 84 007 | 50 000 | 83 454 | 50 000 | 43 898 CHF | 26 997 CHF | 98,60% | 98,60% |
12/07/2024 | 1,97% | 0,58 CHF | 0,59 CHF | 84 269 | 50 000 | 84 268 | 50 000 | 48 509 CHF | 29 353 CHF | 99,38% | 99,38% |
11/07/2024 | 2,32% | 0,56 CHF | 0,57 CHF | 83 924 | 50 000 | 83 513 | 50 000 | 43 370 CHF | 26 562 CHF | 98,84% | 98,84% |
10/07/2024 | 2,51% | 0,43 CHF | 0,44 CHF | 82 353 | 50 000 | 82 122 | 50 000 | 34 565 CHF | 21 574 CHF | 100,00% | 100,00% |
09/07/2024 | 3,63% | 0,41 CHF | 0,43 CHF | 82 010 | 50 000 | 81 752 | 50 000 | 32 357 CHF | 20 519 CHF | 100,00% | 100,00% |
08/07/2024 | 3,50% | 0,42 CHF | 0,43 CHF | 81 983 | 50 000 | 81 634 | 50 000 | 32 783 CHF | 20 791 CHF | 100,00% | 100,00% |
05/07/2024 | 2,88% | 0,44 CHF | 0,46 CHF | 82 460 | 50 000 | 82 446 | 50 000 | 36 414 CHF | 22 724 CHF | 99,62% | 99,62% |
04/07/2024 | 3,14% | 0,42 CHF | 0,44 CHF | 82 296 | 50 000 | 82 382 | 50 000 | 34 916 CHF | 21 866 CHF | 100,00% | 100,00% |
03/07/2024 | 2,67% | 0,47 CHF | 0,49 CHF | 83 157 | 50 000 | 84 056 | 50 000 | 43 639 CHF | 26 648 CHF | 99,73% | 99,73% |