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 | 2,21% | 0,76 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 440 CHF | 57 701 CHF | 100,00% | 100,00% |
15/07/2024 | 2,57% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 62 281 | 62 281 | 46 748 CHF | 47 866 CHF | 98,41% | 98,41% |
12/07/2024 | 2,17% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 726 CHF | 57 969 CHF | 99,38% | 99,38% |
11/07/2024 | 2,26% | 0,74 CHF | 0,76 CHF | 75 000 | 75 000 | 78 007 | 75 000 | 55 463 CHF | 54 590 CHF | 99,15% | 99,15% |
10/07/2024 | 2,43% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 54 498 CHF | 52 346 CHF | 100,00% | 100,00% |
09/07/2024 | 2,22% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 54 494 CHF | 52 234 CHF | 100,00% | 100,00% |
08/07/2024 | 2,27% | 0,68 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 55 105 CHF | 52 849 CHF | 100,00% | 100,00% |
05/07/2024 | 2,38% | 0,68 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 55 714 CHF | 53 489 CHF | 99,62% | 99,62% |
04/07/2024 | 2,38% | 0,70 CHF | 0,72 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 56 382 CHF | 54 132 CHF | 100,00% | 100,00% |
03/07/2024 | 2,16% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 79 986 | 75 000 | 55 706 CHF | 53 371 CHF | 99,73% | 99,73% |