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 | 0,56% | 1,81 CHF | 1,82 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 53 133 CHF | 35 622 CHF | 100,00% | 100,00% |
15/07/2024 | 0,51% | 1,87 CHF | 1,88 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 58 316 CHF | 39 077 CHF | 97,09% | 97,09% |
12/07/2024 | 0,51% | 1,92 CHF | 1,93 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 59 137 CHF | 19 813 CHF | 99,01% | 99,01% |
11/07/2024 | 0,50% | 2,05 CHF | 2,06 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 59 605 CHF | 39 936 CHF | 99,08% | 99,08% |
10/07/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 57 770 CHF | 38 714 CHF | 100,00% | 100,00% |
09/07/2024 | 0,50% | 1,94 CHF | 1,95 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 59 527 CHF | 39 885 CHF | 100,00% | 100,00% |
08/07/2024 | 0,49% | 1,96 CHF | 1,97 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 60 894 CHF | 20 398 CHF | 100,00% | 100,00% |
05/07/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 61 704 CHF | 41 336 CHF | 98,86% | 98,86% |
04/07/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 58 283 CHF | 39 055 CHF | 100,00% | 100,00% |
03/07/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 54 417 CHF | 36 478 CHF | 82,74% | 82,74% |