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 | 1,69% | 0,99 CHF | 1,00 CHF | 60 000 | 25 000 | 59 489 | 25 000 | 57 853 CHF | 24 733 CHF | 99,91% | 99,91% |
15/07/2024 | 1,63% | 0,92 CHF | 0,93 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 56 763 CHF | 24 041 CHF | 98,73% | 98,73% |
12/07/2024 | 1,64% | 0,92 CHF | 0,94 CHF | 60 000 | 25 000 | 60 218 | 25 000 | 54 054 CHF | 22 819 CHF | 99,38% | 99,38% |
11/07/2024 | 1,55% | 1,00 CHF | 1,02 CHF | 50 000 | 25 000 | 53 837 | 25 000 | 53 663 CHF | 25 357 CHF | 99,07% | 99,07% |
10/07/2024 | 1,69% | 0,98 CHF | 1,00 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 57 296 CHF | 24 279 CHF | 100,00% | 100,00% |
09/07/2024 | 1,74% | 0,90 CHF | 0,92 CHF | 60 000 | 25 000 | 58 160 | 25 000 | 56 051 CHF | 24 545 CHF | 100,00% | 100,00% |
08/07/2024 | 1,71% | 0,90 CHF | 0,91 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 56 887 CHF | 24 111 CHF | 99,79% | 99,79% |
05/07/2024 | 1,55% | 1,10 CHF | 1,12 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 55 933 CHF | 28 403 CHF | 99,62% | 99,62% |
04/07/2024 | 1,39% | 1,22 CHF | 1,23 CHF | 50 000 | 25 000 | 49 421 | 25 000 | 60 131 CHF | 30 854 CHF | 100,00% | 100,00% |
03/07/2024 | 1,41% | 1,22 CHF | 1,24 CHF | 50 000 | 25 000 | 49 939 | 25 000 | 59 942 CHF | 30 435 CHF | 99,72% | 99,72% |