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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 89 227 | 75 000 | 54 932 CHF | 46 933 CHF | 99,98% | 99,98% |
16/07/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 85 794 | 75 000 | 53 359 CHF | 47 437 CHF | 99,99% | 99,99% |
15/07/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 54 147 CHF | 45 873 CHF | 99,98% | 99,98% |
12/07/2024 | 1,67% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 609 CHF | 45 424 CHF | 99,99% | 99,99% |
11/07/2024 | 1,67% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 330 CHF | 45 192 CHF | 35,04% | 35,04% |
10/07/2024 | 1,66% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 754 CHF | 45 545 CHF | 100,00% | 100,00% |
09/07/2024 | 1,66% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 894 CHF | 45 662 CHF | 100,00% | 100,00% |
08/07/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 100 CHF | 45 000 CHF | 100,00% | 100,00% |
05/07/2024 | 1,78% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 94 494 | 75 000 | 52 574 CHF | 42 512 CHF | 82,54% | 82,54% |
04/07/2024 | 1,81% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 98 268 | 75 000 | 53 908 CHF | 41 914 CHF | 95,13% | 95,13% |