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 | 2,12% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 51 949 CHF | 33 164 CHF | 98,86% | 98,86% |
15/07/2024 | 1,87% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 72 915 | 50 000 | 52 997 CHF | 37 084 CHF | 97,01% | 97,01% |
12/07/2024 | 1,83% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 77 632 | 50 000 | 54 992 CHF | 36 094 CHF | 94,50% | 94,50% |
11/07/2024 | 1,94% | 0,74 CHF | 0,76 CHF | 70 000 | 50 000 | 77 062 | 50 000 | 54 729 CHF | 36 260 CHF | 98,99% | 98,99% |
10/07/2024 | 2,00% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 332 CHF | 34 006 CHF | 100,00% | 100,00% |
09/07/2024 | 1,95% | 0,66 CHF | 0,68 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 736 CHF | 34 884 CHF | 100,00% | 100,00% |
08/07/2024 | 1,98% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 71 966 | 50 000 | 52 291 CHF | 37 080 CHF | 99,64% | 99,64% |
05/07/2024 | 2,05% | 0,72 CHF | 0,74 CHF | 70 000 | 50 000 | 71 478 | 50 000 | 52 387 CHF | 37 433 CHF | 98,87% | 98,87% |
04/07/2024 | 1,70% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 69 923 | 50 000 | 56 922 CHF | 41 403 CHF | 100,00% | 100,00% |
03/07/2024 | 1,74% | 0,79 CHF | 0,81 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 488 CHF | 39 603 CHF | 99,73% | 99,73% |