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 | 1,35% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 74 998 | 55 035 CHF | 55 783 CHF | 100,00% | 100,00% |
15/07/2024 | 1,28% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 74 992 | 75 000 | 58 071 CHF | 58 828 CHF | 100,00% | 100,00% |
12/07/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 912 CHF | 57 662 CHF | 98,91% | 98,91% |
11/07/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 54 589 CHF | 55 339 CHF | 99,19% | 99,36% |
10/07/2024 | 1,49% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 87 860 | 87 860 | 58 354 CHF | 59 232 CHF | 99,80% | 99,80% |
09/07/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 99 510 | 99 506 | 62 925 CHF | 63 918 CHF | 100,00% | 100,00% |
08/07/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 75 000 | 75 000 | 78 480 | 78 479 | 52 972 CHF | 53 756 CHF | 100,00% | 100,00% |
05/07/2024 | 1,48% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 80 043 | 80 043 | 53 584 CHF | 54 385 CHF | 100,00% | 100,00% |
04/07/2024 | 1,43% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 52 174 CHF | 52 924 CHF | 100,00% | 100,00% |
03/07/2024 | 1,51% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 92 296 | 92 295 | 60 395 CHF | 61 318 CHF | 99,48% | 99,48% |