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 | 0,60% | 1,71 CHF | 1,72 CHF | 30 000 | 20 000 | 33 182 | 20 000 | 55 466 CHF | 33 681 CHF | 99,70% | 99,70% |
15/07/2024 | 0,54% | 1,77 CHF | 1,78 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 55 396 CHF | 37 130 CHF | 97,10% | 97,10% |
12/07/2024 | 0,53% | 1,82 CHF | 1,83 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 56 213 CHF | 18 838 CHF | 99,01% | 99,01% |
11/07/2024 | 0,53% | 1,95 CHF | 1,96 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 56 667 CHF | 37 978 CHF | 99,08% | 99,08% |
10/07/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 54 860 CHF | 36 773 CHF | 100,00% | 100,00% |
09/07/2024 | 0,53% | 1,84 CHF | 1,85 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 56 619 CHF | 37 946 CHF | 100,00% | 100,00% |
08/07/2024 | 0,52% | 1,86 CHF | 1,87 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 58 026 CHF | 19 442 CHF | 99,97% | 99,97% |
05/07/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 58 790 CHF | 39 393 CHF | 98,86% | 98,86% |
04/07/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 55 305 CHF | 37 070 CHF | 100,00% | 100,00% |
03/07/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 51 441 CHF | 34 494 CHF | 82,74% | 82,74% |