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 | 0,56% | 1,83 CHF | 1,84 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 53 860 CHF | 36 106 CHF | 100,00% | 100,00% |
15/07/2024 | 0,51% | 1,89 CHF | 1,90 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 59 017 CHF | 39 544 CHF | 97,09% | 97,09% |
12/07/2024 | 0,50% | 1,94 CHF | 1,95 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 59 895 CHF | 20 065 CHF | 99,01% | 99,01% |
11/07/2024 | 0,50% | 2,08 CHF | 2,09 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 60 337 CHF | 40 425 CHF | 99,05% | 99,05% |
10/07/2024 | 0,51% | 1,92 CHF | 1,93 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 58 475 CHF | 39 184 CHF | 100,00% | 100,00% |
09/07/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 60 293 CHF | 40 396 CHF | 100,00% | 100,00% |
08/07/2024 | 0,49% | 1,99 CHF | 2,00 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 61 658 CHF | 20 653 CHF | 99,74% | 99,74% |
05/07/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 62 414 CHF | 41 809 CHF | 98,75% | 98,75% |
04/07/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 58 975 CHF | 39 517 CHF | 100,00% | 100,00% |
03/07/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 55 122 CHF | 36 948 CHF | 82,74% | 82,74% |