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 | 2,19% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 61 728 | 29 817 | 52 008 CHF | 25 554 CHF | 99,49% | 99,49% |
15/07/2024 | 2,13% | 0,89 CHF | 0,89 CHF | 60 000 | 50 000 | 60 039 | 30 081 | 51 918 CHF | 26 514 CHF | 94,18% | 94,18% |
12/07/2024 | 2,40% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 68 212 | 29 897 | 52 642 CHF | 24 039 CHF | 97,91% | 97,91% |
11/07/2024 | 2,12% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 61 219 | 29 831 | 52 678 CHF | 26 028 CHF | 99,26% | 99,26% |
10/07/2024 | 2,15% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 60 869 | 30 005 | 52 273 CHF | 26 285 CHF | 95,80% | 95,80% |
09/07/2024 | 1,72% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 63 962 | 36 849 | 54 582 CHF | 31 615 CHF | 44,81% | 44,81% |
08/07/2024 | 2,60% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 73 253 | 30 001 | 52 620 CHF | 22 404 CHF | 95,88% | 95,88% |
05/07/2024 | 3,26% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 89 803 | 35 337 | 51 053 CHF | 20 868 CHF | 98,36% | 98,36% |
04/07/2024 | 3,26% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 90 142 | 35 259 | 50 669 CHF | 20 383 CHF | 99,13% | 99,13% |
03/07/2024 | 3,32% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 99 015 | 35 205 | 54 549 CHF | 19 937 CHF | 99,68% | 99,68% |