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 | 1,90% | 0,53 CHF | 0,54 CHF | 75 000 | 75 000 | 74 397 | 74 397 | 39 511 CHF | 40 261 CHF | 100,00% | 100,00% |
15/07/2024 | 1,91% | 0,51 CHF | 0,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 38 914 CHF | 39 664 CHF | 100,00% | 100,00% |
12/07/2024 | 1,85% | 0,52 CHF | 0,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 40 230 CHF | 40 980 CHF | 100,00% | 100,00% |
11/07/2024 | 1,90% | 0,53 CHF | 0,54 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 39 009 CHF | 39 759 CHF | 99,99% | 99,99% |
10/07/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 39 744 CHF | 40 494 CHF | 100,00% | 100,00% |
09/07/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 75 000 | 75 000 | 74 829 | 74 829 | 39 402 CHF | 40 152 CHF | 100,00% | 100,00% |
08/07/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 75 000 | 75 000 | 74 874 | 74 874 | 39 722 CHF | 40 472 CHF | 98,75% | 98,75% |
05/07/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 40 500 CHF | 41 250 CHF | 100,00% | 100,00% |
04/07/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 40 000 | 40 000 | 67 359 | 67 359 | 36 379 CHF | 37 053 CHF | 100,00% | 100,00% |
03/07/2024 | 1,83% | 0,55 CHF | 0,56 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 40 687 CHF | 41 437 CHF | 100,00% | 100,00% |