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 | 1,41% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 100 CHF | 44 879 CHF | 99,99% | 99,99% |
15/07/2024 | 1,72% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 69 568 | 50 000 | 54 394 CHF | 39 792 CHF | 97,10% | 97,10% |
12/07/2024 | 1,66% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 69 718 | 50 000 | 56 592 CHF | 41 273 CHF | 99,01% | 99,01% |
11/07/2024 | 1,56% | 0,77 CHF | 0,79 CHF | 70 000 | 50 000 | 66 968 | 50 000 | 54 517 CHF | 41 414 CHF | 99,06% | 99,06% |
10/07/2024 | 1,54% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 852 CHF | 44 727 CHF | 100,00% | 100,00% |
09/07/2024 | 1,54% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 61 150 | 50 000 | 52 607 CHF | 43 710 CHF | 99,99% | 99,99% |
08/07/2024 | 1,65% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 69 653 | 50 000 | 56 565 CHF | 41 287 CHF | 99,87% | 99,87% |
05/07/2024 | 1,76% | 0,82 CHF | 0,84 CHF | 70 000 | 50 000 | 68 861 | 50 000 | 55 577 CHF | 41 101 CHF | 98,87% | 98,87% |
04/07/2024 | 1,93% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 77 450 | 50 000 | 54 628 CHF | 36 000 CHF | 100,00% | 100,00% |
03/07/2024 | 1,90% | 0,73 CHF | 0,75 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 52 813 CHF | 38 447 CHF | 99,73% | 99,73% |