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 | 1,46% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 74 394 | 74 394 | 51 364 CHF | 52 114 CHF | 100,00% | 100,00% |
15/07/2024 | 1,48% | 0,66 CHF | 0,67 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 50 214 CHF | 50 964 CHF | 100,00% | 100,00% |
12/07/2024 | 1,43% | 0,67 CHF | 0,68 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 52 251 CHF | 53 001 CHF | 100,00% | 100,00% |
11/07/2024 | 1,46% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 50 875 CHF | 51 625 CHF | 100,00% | 100,00% |
10/07/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 51 748 CHF | 52 498 CHF | 100,00% | 100,00% |
09/07/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 74 832 | 74 832 | 51 425 CHF | 52 175 CHF | 100,00% | 100,00% |
08/07/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 74 873 | 74 873 | 51 897 CHF | 52 647 CHF | 98,68% | 98,68% |
05/07/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 53 179 CHF | 53 929 CHF | 100,00% | 100,00% |
04/07/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 40 000 | 40 000 | 67 359 | 67 359 | 47 824 CHF | 48 497 CHF | 100,00% | 100,00% |
03/07/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 53 442 CHF | 54 192 CHF | 100,00% | 100,00% |