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% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 79 686 | 75 000 | 56 267 CHF | 53 750 CHF | 100,00% | 100,00% |
15/07/2024 | 1,60% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 79 971 | 75 000 | 54 342 CHF | 51 788 CHF | 98,73% | 98,73% |
12/07/2024 | 1,42% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 79 864 | 75 000 | 55 669 CHF | 53 032 CHF | 98,60% | 98,60% |
11/07/2024 | 1,49% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 77 953 | 75 000 | 55 635 CHF | 54 345 CHF | 99,13% | 99,13% |
10/07/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 743 | 75 000 | 55 132 CHF | 55 354 CHF | 99,37% | 99,37% |
09/07/2024 | 1,34% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 521 CHF | 57 285 CHF | 100,00% | 100,00% |
08/07/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 187 CHF | 55 937 CHF | 100,00% | 100,00% |
05/07/2024 | 1,38% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 77 324 | 75 000 | 55 547 CHF | 54 657 CHF | 99,62% | 99,62% |
04/07/2024 | 1,47% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 76 504 | 75 000 | 55 266 CHF | 54 998 CHF | 100,00% | 100,00% |
03/07/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 213 | 75 000 | 55 868 CHF | 56 466 CHF | 99,72% | 99,72% |