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 | 1,56% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 81 831 | 50 000 | 52 095 CHF | 32 353 CHF | 100,00% | 100,00% |
15/07/2024 | 1,60% | 0,64 CHF | 0,65 CHF | 80 000 | 50 000 | 86 574 | 50 000 | 53 497 CHF | 31 423 CHF | 98,52% | 98,52% |
12/07/2024 | 1,58% | 0,64 CHF | 0,65 CHF | 80 000 | 50 000 | 82 862 | 50 000 | 51 954 CHF | 31 874 CHF | 99,38% | 99,38% |
11/07/2024 | 1,58% | 0,64 CHF | 0,65 CHF | 80 000 | 50 000 | 83 687 | 50 000 | 52 623 CHF | 31 961 CHF | 99,15% | 99,15% |
10/07/2024 | 1,46% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 496 CHF | 34 560 CHF | 100,00% | 100,00% |
09/07/2024 | 1,45% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 836 CHF | 34 772 CHF | 100,00% | 100,00% |
08/07/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 55 100 CHF | 34 938 CHF | 100,00% | 100,00% |
05/07/2024 | 1,42% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 79 739 | 50 000 | 55 650 CHF | 35 399 CHF | 99,62% | 99,62% |
04/07/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 79 965 | 50 000 | 55 787 CHF | 35 383 CHF | 100,00% | 100,00% |
03/07/2024 | 1,35% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 51 338 CHF | 37 170 CHF | 99,73% | 99,73% |