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 | 2,95% | 0,62 CHF | 0,64 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 54 865 CHF | 47 089 CHF | 100,00% | 100,00% |
15/07/2024 | 3,42% | 0,61 CHF | 0,63 CHF | 90 000 | 75 000 | 71 798 | 62 281 | 43 565 CHF | 39 003 CHF | 98,41% | 98,41% |
12/07/2024 | 2,48% | 0,62 CHF | 0,64 CHF | 90 000 | 75 000 | 89 576 | 75 000 | 54 953 CHF | 47 175 CHF | 99,38% | 99,38% |
11/07/2024 | 2,95% | 0,60 CHF | 0,62 CHF | 90 000 | 75 000 | 93 413 | 75 000 | 53 041 CHF | 43 923 CHF | 99,15% | 99,15% |
10/07/2024 | 2,96% | 0,54 CHF | 0,56 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 53 850 CHF | 41 599 CHF | 100,00% | 100,00% |
09/07/2024 | 3,15% | 0,52 CHF | 0,54 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 53 704 CHF | 41 567 CHF | 100,00% | 100,00% |
08/07/2024 | 3,05% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 54 636 CHF | 42 246 CHF | 100,00% | 100,00% |
05/07/2024 | 2,85% | 0,54 CHF | 0,56 CHF | 100 000 | 75 000 | 97 014 | 75 000 | 53 705 CHF | 42 746 CHF | 99,62% | 99,62% |
04/07/2024 | 3,09% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 90 921 | 75 000 | 51 165 CHF | 43 540 CHF | 100,00% | 100,00% |
03/07/2024 | 2,94% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 96 614 | 75 000 | 53 380 CHF | 42 698 CHF | 99,73% | 99,73% |