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 | 1,77% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 93 106 | 50 000 | 52 056 CHF | 28 471 CHF | 100,00% | 100,00% |
15/07/2024 | 1,68% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 026 CHF | 29 959 CHF | 98,72% | 98,72% |
12/07/2024 | 1,77% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 95 047 | 50 000 | 53 307 CHF | 28 579 CHF | 99,38% | 99,38% |
11/07/2024 | 1,89% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 99 348 | 75 000 | 52 217 CHF | 40 186 CHF | 99,15% | 99,15% |
10/07/2024 | 2,08% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 108 868 | 75 000 | 51 802 CHF | 36 469 CHF | 100,00% | 100,00% |
09/07/2024 | 1,90% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 100 065 | 75 000 | 52 202 CHF | 39 878 CHF | 100,00% | 100,00% |
08/07/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 99 269 | 50 000 | 53 453 CHF | 27 431 CHF | 100,00% | 100,00% |
05/07/2024 | 1,64% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 89 685 | 50 000 | 54 138 CHF | 30 702 CHF | 99,62% | 99,62% |
04/07/2024 | 1,74% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 51 343 CHF | 29 024 CHF | 100,00% | 100,00% |
03/07/2024 | 1,82% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 98 434 | 75 000 | 53 632 CHF | 41 636 CHF | 99,73% | 99,73% |