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 | 2,88% | 0,64 CHF | 0,66 CHF | 80 000 | 75 000 | 81 407 | 75 000 | 51 265 CHF | 48 625 CHF | 100,00% | 100,00% |
15/07/2024 | 3,26% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 68 205 | 62 281 | 42 770 CHF | 40 262 CHF | 98,41% | 98,41% |
12/07/2024 | 2,38% | 0,64 CHF | 0,66 CHF | 80 000 | 75 000 | 82 206 | 75 000 | 52 074 CHF | 48 697 CHF | 99,38% | 99,38% |
11/07/2024 | 2,93% | 0,62 CHF | 0,64 CHF | 90 000 | 75 000 | 89 664 | 75 000 | 52 834 CHF | 45 510 CHF | 99,16% | 99,16% |
10/07/2024 | 2,89% | 0,56 CHF | 0,58 CHF | 90 000 | 75 000 | 91 632 | 75 000 | 51 252 CHF | 43 192 CHF | 100,00% | 100,00% |
09/07/2024 | 2,86% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 91 345 | 75 000 | 51 041 CHF | 43 134 CHF | 100,00% | 100,00% |
08/07/2024 | 2,87% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 51 043 CHF | 43 775 CHF | 100,00% | 100,00% |
05/07/2024 | 2,84% | 0,56 CHF | 0,58 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 51 686 CHF | 44 310 CHF | 99,62% | 99,62% |
04/07/2024 | 2,82% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 52 583 CHF | 45 076 CHF | 100,00% | 100,00% |
03/07/2024 | 2,69% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 51 699 CHF | 44 255 CHF | 99,73% | 99,73% |