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 | 0,52% | 1,94 CHF | 1,95 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 57 009 CHF | 38 206 CHF | 100,00% | 100,00% |
15/07/2024 | 0,48% | 2,00 CHF | 2,01 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 62 156 CHF | 41 638 CHF | 97,09% | 97,09% |
12/07/2024 | 0,48% | 2,05 CHF | 2,06 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 62 999 CHF | 21 100 CHF | 99,01% | 99,01% |
11/07/2024 | 0,47% | 2,18 CHF | 2,19 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 63 480 CHF | 42 520 CHF | 99,08% | 99,08% |
10/07/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 61 623 CHF | 41 282 CHF | 100,00% | 100,00% |
09/07/2024 | 0,47% | 2,07 CHF | 2,08 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 63 374 CHF | 42 450 CHF | 100,00% | 100,00% |
08/07/2024 | 0,46% | 2,09 CHF | 2,10 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 64 794 CHF | 21 698 CHF | 100,00% | 100,00% |
05/07/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 65 553 CHF | 43 902 CHF | 98,86% | 98,86% |
04/07/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 62 101 CHF | 41 601 CHF | 100,00% | 100,00% |
03/07/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 58 253 CHF | 39 036 CHF | 82,74% | 82,74% |