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 | 9,04% | 2,06 CHF | 2,16 CHF | 30 000 | 20 000 | 30 000 | 8 318 | 55 206 CHF | 16 878 CHF | 80,13% | 80,13% |
15/07/2024 | 9,26% | 1,88 CHF | 1,98 CHF | 30 000 | 20 000 | 30 000 | 7 497 | 54 967 CHF | 14 838 CHF | 98,91% | 98,91% |
12/07/2024 | 5,15% | 1,81 CHF | 1,86 CHF | 30 000 | 20 000 | 37 475 | 8 187 | 61 872 CHF | 14 560 CHF | 82,63% | 82,63% |
11/07/2024 | 5,35% | 1,68 CHF | 1,73 CHF | 30 000 | 20 000 | 37 977 | 7 475 | 61 513 CHF | 12 792 CHF | 98,97% | 98,97% |
10/07/2024 | 5,83% | 1,58 CHF | 1,63 CHF | 40 000 | 20 000 | 40 000 | 7 475 | 59 756 CHF | 11 992 CHF | 99,54% | 99,54% |
09/07/2024 | 6,19% | 1,39 CHF | 1,44 CHF | 40 000 | 20 000 | 40 000 | 7 473 | 55 712 CHF | 10 941 CHF | 99,60% | 99,60% |
08/07/2024 | 6,34% | 1,35 CHF | 1,40 CHF | 40 000 | 20 000 | 40 000 | 7 473 | 54 470 CHF | 10 769 CHF | 99,60% | 99,60% |
05/07/2024 | 5,72% | 1,54 CHF | 1,59 CHF | 40 000 | 20 000 | 40 000 | 8 786 | 58 081 CHF | 13 587 CHF | 72,28% | 72,28% |
04/07/2024 | 7,06% | 1,39 CHF | 1,49 CHF | 40 000 | 4 000 | 40 000 | 4 000 | 54 704 CHF | 5 870 CHF | 94,75% | 94,75% |
03/07/2024 | 7,14% | 1,40 CHF | 1,45 CHF | 40 000 | 30 000 | 47 853 | 11 153 | 58 132 CHF | 15 059 CHF | 99,30% | 99,30% |