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 | 3,09% | 0,76 CHF | 0,78 CHF | 67 194 | 20 000 | 68 767 | 20 000 | 49 872 CHF | 14 964 CHF | 85,66% | 85,66% |
15/07/2024 | 3,05% | 0,73 CHF | 0,75 CHF | 67 964 | 20 000 | 66 885 | 20 000 | 50 490 CHF | 15 566 CHF | 97,10% | 97,10% |
12/07/2024 | 2,91% | 0,80 CHF | 0,82 CHF | 65 045 | 20 000 | 66 904 | 20 000 | 50 532 CHF | 15 558 CHF | 69,26% | 69,26% |
11/07/2024 | 2,51% | 0,94 CHF | 0,97 CHF | 57 693 | 10 000 | 57 012 | 10 000 | 54 673 CHF | 9 836 CHF | 92,63% | 92,63% |
10/07/2024 | 2,39% | 1,04 CHF | 1,06 CHF | 50 000 | 10 000 | 51 456 | 10 000 | 51 772 CHF | 10 312 CHF | 49,91% | 49,91% |
09/07/2024 | 2,35% | 0,99 CHF | 1,01 CHF | 55 574 | 10 000 | 52 038 | 10 000 | 51 906 CHF | 10 220 CHF | 70,94% | 70,94% |
08/07/2024 | 2,43% | 0,96 CHF | 0,98 CHF | 57 036 | 20 000 | 56 635 | 20 000 | 54 951 CHF | 19 885 CHF | 75,40% | 75,40% |
05/07/2024 | 2,59% | 0,94 CHF | 0,97 CHF | 57 660 | 20 000 | 56 959 | 19 903 | 53 840 CHF | 19 308 CHF | 98,87% | 98,87% |
04/07/2024 | 2,40% | 0,94 CHF | 0,96 CHF | 58 273 | 20 000 | 58 092 | 20 000 | 54 134 CHF | 19 094 CHF | 99,56% | 99,56% |
03/07/2024 | 2,47% | 0,90 CHF | 0,92 CHF | 59 007 | 20 000 | 59 070 | 20 000 | 53 206 CHF | 18 468 CHF | 95,00% | 95,00% |