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 | 1,48% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 604 CHF | 34 002 CHF | 99,58% | 99,58% |
15/07/2024 | 1,78% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 51 144 | 37 029 | 36 112 CHF | 26 665 CHF | 93,84% | 93,84% |
12/07/2024 | 1,47% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 208 CHF | 34 380 CHF | 81,74% | 81,74% |
11/07/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 55 154 CHF | 34 971 CHF | 83,80% | 83,80% |
10/07/2024 | 1,33% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 71 380 | 50 000 | 53 171 CHF | 37 789 CHF | 98,55% | 98,55% |
09/07/2024 | 1,27% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 882 CHF | 39 701 CHF | 100,00% | 100,00% |
08/07/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 762 CHF | 38 901 CHF | 99,97% | 99,97% |
05/07/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 305 CHF | 40 003 CHF | 98,87% | 98,87% |
04/07/2024 | 1,98% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 27 842 | 26 857 | 22 900 CHF | 22 506 CHF | 100,00% | 100,00% |
03/07/2024 | 1,91% | 0,82 CHF | 0,83 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 20 636 CHF | 21 035 CHF | 99,73% | 99,73% |