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 | 2,54% | 0,95 CHF | 0,97 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 22 531 CHF | 23 111 CHF | 99,58% | 99,58% |
15/07/2024 | 2,54% | 0,87 CHF | 0,89 CHF | 25 000 | 25 000 | 26 928 | 26 377 | 23 297 CHF | 23 389 CHF | 98,73% | 98,73% |
12/07/2024 | 1,51% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 68 329 | 50 000 | 56 003 CHF | 41 636 CHF | 99,37% | 99,37% |
11/07/2024 | 1,58% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 60 503 | 50 000 | 51 858 CHF | 43 550 CHF | 99,14% | 99,14% |
10/07/2024 | 1,66% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 67 463 | 50 000 | 54 935 CHF | 41 461 CHF | 100,00% | 100,00% |
09/07/2024 | 1,48% | 0,85 CHF | 0,87 CHF | 60 000 | 50 000 | 60 099 | 50 000 | 52 963 CHF | 44 721 CHF | 99,98% | 99,98% |
08/07/2024 | 1,55% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 63 556 | 50 000 | 53 971 CHF | 43 181 CHF | 99,99% | 99,99% |
05/07/2024 | 1,44% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 61 389 | 50 000 | 52 118 CHF | 43 092 CHF | 57,37% | 57,37% |
04/07/2024 | 1,55% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 62 443 | 50 000 | 52 021 CHF | 42 370 CHF | 71,69% | 71,69% |
03/07/2024 | 1,56% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 66 219 | 50 000 | 54 732 CHF | 42 025 CHF | 66,98% | 66,98% |