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 | 1,78% | 0,83 CHF | 0,85 CHF | 70 000 | 50 000 | 69 553 | 50 000 | 55 099 CHF | 40 338 CHF | 100,00% | 100,00% |
15/07/2024 | 1,58% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 65 467 | 50 000 | 54 538 CHF | 42 401 CHF | 98,61% | 98,61% |
12/07/2024 | 1,81% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 296 CHF | 40 219 CHF | 99,38% | 99,38% |
11/07/2024 | 1,50% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 63 174 | 50 000 | 53 497 CHF | 43 082 CHF | 98,84% | 98,84% |
10/07/2024 | 1,49% | 0,94 CHF | 0,96 CHF | 60 000 | 50 000 | 59 858 | 50 000 | 56 769 CHF | 48 135 CHF | 100,00% | 100,00% |
09/07/2024 | 1,43% | 0,96 CHF | 0,97 CHF | 60 000 | 50 000 | 59 419 | 50 000 | 57 874 CHF | 49 412 CHF | 100,00% | 100,00% |
08/07/2024 | 1,51% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 58 580 | 50 000 | 56 682 CHF | 49 163 CHF | 100,00% | 100,00% |
05/07/2024 | 1,23% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 046 CHF | 47 280 CHF | 99,62% | 99,62% |
04/07/2024 | 1,26% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 038 CHF | 48 134 CHF | 100,00% | 100,00% |
03/07/2024 | 1,32% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 62 337 | 50 000 | 53 255 CHF | 43 352 CHF | 99,73% | 99,73% |