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 | 2,29% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 29 818 | 56 304 CHF | 24 397 CHF | 99,49% | 99,49% |
15/07/2024 | 2,23% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 68 572 | 30 089 | 56 626 CHF | 25 357 CHF | 94,22% | 94,22% |
12/07/2024 | 2,55% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 72 707 | 29 897 | 53 367 CHF | 22 885 CHF | 97,91% | 97,91% |
11/07/2024 | 2,24% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 66 720 | 29 831 | 54 838 CHF | 24 875 CHF | 99,26% | 99,26% |
10/07/2024 | 2,25% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 68 889 | 30 005 | 56 498 CHF | 25 119 CHF | 95,80% | 95,80% |
09/07/2024 | 1,81% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 64 478 | 36 849 | 52 523 CHF | 30 185 CHF | 44,81% | 44,81% |
08/07/2024 | 2,75% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 79 027 | 30 001 | 53 677 CHF | 21 241 CHF | 95,89% | 95,89% |
05/07/2024 | 3,46% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 99 492 | 35 337 | 52 700 CHF | 19 495 CHF | 98,36% | 98,36% |
04/07/2024 | 3,51% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 100 000 | 35 255 | 52 321 CHF | 19 012 CHF | 99,17% | 99,17% |
03/07/2024 | 3,56% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 100 065 | 35 204 | 51 237 CHF | 18 568 CHF | 99,69% | 99,69% |