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 | 2,19% | 0,43 CHF | 0,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 642 CHF | 23 142 CHF | 100,00% | 100,00% |
15/07/2024 | 2,33% | 0,44 CHF | 0,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 249 CHF | 21 749 CHF | 98,73% | 98,73% |
12/07/2024 | 2,17% | 0,42 CHF | 0,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 856 CHF | 23 356 CHF | 99,38% | 99,38% |
11/07/2024 | 2,01% | 0,46 CHF | 0,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 36 921 CHF | 37 671 CHF | 92,75% | 92,75% |
10/07/2024 | 1,83% | 0,50 CHF | 0,51 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 40 662 CHF | 41 412 CHF | 100,00% | 100,00% |
09/07/2024 | 2,00% | 0,53 CHF | 0,54 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 37 240 CHF | 37 990 CHF | 100,00% | 100,00% |
08/07/2024 | 2,06% | 0,49 CHF | 0,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 069 CHF | 24 569 CHF | 100,00% | 100,00% |
05/07/2024 | 2,37% | 0,46 CHF | 0,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 920 CHF | 21 420 CHF | 99,62% | 99,62% |
04/07/2024 | 2,20% | 0,45 CHF | 0,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 476 CHF | 22 976 CHF | 100,00% | 100,00% |
03/07/2024 | 2,09% | 0,45 CHF | 0,46 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 35 614 CHF | 36 364 CHF | 99,73% | 99,73% |