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 | 2,33% | 0,92 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 173 CHF | 45 354 CHF | 92,17% | 92,17% |
15/07/2024 | 2,26% | 0,91 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 294 CHF | 46 281 CHF | 98,73% | 98,73% |
12/07/2024 | 2,40% | 0,88 CHF | 0,90 CHF | 60 000 | 50 000 | 62 554 | 50 000 | 52 817 CHF | 43 308 CHF | 99,38% | 99,38% |
11/07/2024 | 2,56% | 0,83 CHF | 0,85 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 243 CHF | 41 214 CHF | 95,06% | 95,06% |
10/07/2024 | 2,68% | 0,76 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 52 038 CHF | 38 180 CHF | 99,42% | 99,42% |
09/07/2024 | 3,64% | 0,75 CHF | 0,78 CHF | 25 000 | 25 000 | 27 793 | 26 552 | 22 090 CHF | 21 878 CHF | 97,84% | 97,84% |
08/07/2024 | 1,50% | 0,80 CHF | 0,82 CHF | 70 000 | 50 000 | 69 995 | 50 000 | 55 982 CHF | 40 593 CHF | 98,22% | 98,22% |
05/07/2024 | 1,52% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 70 490 | 50 000 | 53 580 CHF | 38 605 CHF | 99,45% | 99,45% |
04/07/2024 | 1,66% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 70 337 | 50 000 | 52 132 CHF | 37 686 CHF | 98,25% | 98,25% |
03/07/2024 | 1,72% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 79 924 | 50 000 | 54 700 CHF | 34 813 CHF | 97,39% | 97,39% |