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 | 2,63% | 0,90 CHF | 0,92 CHF | 60 000 | 20 000 | 60 149 | 20 000 | 51 913 CHF | 17 724 CHF | 71,26% | 71,26% |
15/07/2024 | 2,59% | 0,87 CHF | 0,89 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 53 580 CHF | 18 330 CHF | 97,09% | 97,09% |
12/07/2024 | 2,72% | 0,94 CHF | 0,96 CHF | 60 000 | 20 000 | 59 926 | 20 000 | 53 448 CHF | 18 333 CHF | 67,82% | 67,82% |
11/07/2024 | 2,18% | 1,10 CHF | 1,12 CHF | 50 000 | 10 000 | 50 000 | 10 000 | 55 676 CHF | 11 381 CHF | 92,63% | 92,63% |
10/07/2024 | 2,18% | 1,20 CHF | 1,23 CHF | 50 000 | 10 000 | 50 000 | 10 000 | 58 029 CHF | 11 861 CHF | 70,78% | 70,78% |
09/07/2024 | 2,37% | 1,14 CHF | 1,17 CHF | 50 000 | 10 000 | 50 000 | 10 000 | 57 923 CHF | 11 862 CHF | 96,15% | 96,15% |
08/07/2024 | 2,15% | 1,12 CHF | 1,14 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 56 649 CHF | 23 151 CHF | 90,19% | 90,19% |
05/07/2024 | 2,03% | 1,10 CHF | 1,12 CHF | 50 000 | 20 000 | 49 614 | 19 903 | 54 684 CHF | 22 386 CHF | 98,87% | 98,87% |
04/07/2024 | 2,08% | 1,09 CHF | 1,11 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 54 247 CHF | 22 154 CHF | 99,56% | 99,56% |
03/07/2024 | 2,11% | 1,05 CHF | 1,07 CHF | 50 000 | 20 000 | 50 009 | 20 000 | 52 861 CHF | 21 592 CHF | 79,32% | 79,32% |