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 | 2,94% | 0,71 CHF | 0,73 CHF | 70 000 | 70 000 | 68 671 | 68 671 | 48 106 CHF | 49 501 CHF | 100,00% | 100,00% |
15/07/2024 | 2,93% | 0,69 CHF | 0,71 CHF | 70 000 | 70 000 | 69 234 | 69 234 | 47 931 CHF | 49 326 CHF | 100,00% | 100,00% |
12/07/2024 | 2,77% | 0,70 CHF | 0,72 CHF | 70 000 | 70 000 | 69 222 | 69 222 | 50 780 CHF | 52 175 CHF | 98,46% | 98,46% |
11/07/2024 | 2,75% | 0,74 CHF | 0,76 CHF | 70 000 | 70 000 | 69 225 | 69 225 | 51 227 CHF | 52 622 CHF | 98,73% | 98,73% |
10/07/2024 | 2,75% | 0,78 CHF | 0,80 CHF | 70 000 | 70 000 | 69 234 | 69 234 | 51 091 CHF | 52 486 CHF | 100,00% | 100,00% |
09/07/2024 | 2,68% | 0,73 CHF | 0,75 CHF | 70 000 | 70 000 | 69 078 | 69 078 | 52 502 CHF | 53 897 CHF | 100,00% | 100,00% |
08/07/2024 | 2,66% | 0,77 CHF | 0,79 CHF | 70 000 | 70 000 | 69 076 | 69 076 | 53 108 CHF | 54 503 CHF | 98,28% | 98,28% |
05/07/2024 | 2,62% | 0,78 CHF | 0,80 CHF | 70 000 | 70 000 | 69 234 | 69 234 | 53 673 CHF | 55 068 CHF | 100,00% | 100,00% |
04/07/2024 | 2,65% | 0,77 CHF | 0,79 CHF | 36 000 | 36 000 | 62 067 | 62 067 | 47 577 CHF | 48 825 CHF | 100,00% | 100,00% |
03/07/2024 | 2,67% | 0,77 CHF | 0,79 CHF | 70 000 | 70 000 | 69 234 | 69 234 | 52 781 CHF | 54 176 CHF | 100,00% | 100,00% |