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 | 1,77% | 0,58 CHF | 0,59 CHF | 90 000 | 20 000 | 90 106 | 20 000 | 51 158 CHF | 11 558 CHF | 99,35% | 99,35% |
15/07/2024 | 1,71% | 0,59 CHF | 0,60 CHF | 90 000 | 20 000 | 90 000 | 20 000 | 53 559 CHF | 12 107 CHF | 93,14% | 93,14% |
12/07/2024 | 1,90% | 0,53 CHF | 0,54 CHF | 100 000 | 20 000 | 99 982 | 20 000 | 53 708 CHF | 10 950 CHF | 97,14% | 97,14% |
11/07/2024 | 1,80% | 0,56 CHF | 0,57 CHF | 90 000 | 20 000 | 90 452 | 20 000 | 50 978 CHF | 11 478 CHF | 99,08% | 99,08% |
10/07/2024 | 1,72% | 0,59 CHF | 0,60 CHF | 90 000 | 20 000 | 90 000 | 20 000 | 52 768 CHF | 11 930 CHF | 100,00% | 100,00% |
09/07/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 100 000 | 20 000 | 96 350 | 20 000 | 53 201 CHF | 11 255 CHF | 96,35% | 96,35% |
08/07/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 90 000 | 20 000 | 94 330 | 20 000 | 52 477 CHF | 11 335 CHF | 93,65% | 93,65% |
05/07/2024 | 1,73% | 0,56 CHF | 0,57 CHF | 90 000 | 20 000 | 90 018 | 20 000 | 51 824 CHF | 11 715 CHF | 93,66% | 93,66% |
04/07/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 90 000 | 20 000 | 90 000 | 20 000 | 51 302 CHF | 11 602 CHF | 100,00% | 100,00% |
03/07/2024 | 1,86% | 0,55 CHF | 0,56 CHF | 100 000 | 25 000 | 99 982 | 25 000 | 53 210 CHF | 13 555 CHF | 96,73% | 96,73% |