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 | 2,36% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 29 817 | 54 547 CHF | 23 648 CHF | 99,50% | 99,50% |
15/07/2024 | 2,29% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 69 941 | 30 087 | 56 024 CHF | 24 602 CHF | 94,21% | 94,21% |
12/07/2024 | 2,63% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 77 749 | 29 897 | 55 041 CHF | 22 136 CHF | 97,91% | 97,91% |
11/07/2024 | 2,29% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 70 000 | 29 831 | 55 834 CHF | 24 126 CHF | 99,27% | 99,27% |
10/07/2024 | 2,32% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 30 005 | 55 670 CHF | 24 366 CHF | 95,80% | 95,80% |
09/07/2024 | 1,86% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 69 000 | 36 849 | 54 622 CHF | 29 260 CHF | 44,81% | 44,81% |
08/07/2024 | 2,85% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 81 624 | 30 001 | 53 447 CHF | 20 490 CHF | 95,89% | 95,89% |
05/07/2024 | 3,66% | 0,57 CHF | 0,59 CHF | 90 000 | 75 000 | 104 038 | 35 332 | 52 467 CHF | 18 607 CHF | 98,35% | 98,35% |
04/07/2024 | 3,67% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 107 565 | 35 259 | 53 572 CHF | 18 127 CHF | 99,13% | 99,13% |
03/07/2024 | 3,76% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 110 000 | 35 204 | 53 545 CHF | 17 680 CHF | 99,69% | 99,69% |