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 | 1,20% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 68 301 | 50 000 | 56 388 CHF | 41 800 CHF | 100,00% | 100,00% |
15/07/2024 | 1,40% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 41 843 | 37 028 | 36 281 CHF | 32 569 CHF | 93,85% | 93,85% |
12/07/2024 | 1,19% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 67 000 | 50 000 | 55 822 CHF | 42 183 CHF | 81,73% | 81,73% |
11/07/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 60 630 | 50 000 | 51 334 CHF | 42 843 CHF | 83,79% | 83,79% |
10/07/2024 | 1,10% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 60 045 | 50 000 | 54 511 CHF | 45 894 CHF | 98,55% | 98,55% |
09/07/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 960 CHF | 47 966 CHF | 100,00% | 100,00% |
08/07/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 923 CHF | 47 102 CHF | 99,97% | 99,97% |
05/07/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 429 CHF | 48 357 CHF | 98,87% | 98,87% |
04/07/2024 | 1,63% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 26 857 | 26 857 | 26 643 CHF | 27 069 CHF | 100,00% | 100,00% |
03/07/2024 | 1,59% | 0,99 CHF | 1,00 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 24 886 CHF | 25 285 CHF | 99,73% | 99,73% |