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 | 3,60% | 0,94 CHF | 0,97 CHF | 53 524 | 20 000 | 54 482 | 20 000 | 48 767 CHF | 18 561 CHF | 85,66% | 85,66% |
15/07/2024 | 3,39% | 0,92 CHF | 0,95 CHF | 55 035 | 20 000 | 53 469 | 20 000 | 50 127 CHF | 19 398 CHF | 74,79% | 74,79% |
12/07/2024 | 3,58% | 0,99 CHF | 1,02 CHF | 51 917 | 20 000 | 53 407 | 20 000 | 49 753 CHF | 19 320 CHF | 71,19% | 71,19% |
11/07/2024 | 2,81% | 1,18 CHF | 1,21 CHF | 47 694 | 10 000 | 47 786 | 10 000 | 57 435 CHF | 12 364 CHF | 92,63% | 92,63% |
10/07/2024 | 2,75% | 1,31 CHF | 1,34 CHF | 40 000 | 10 000 | 43 524 | 10 000 | 54 518 CHF | 12 892 CHF | 55,39% | 55,39% |
09/07/2024 | 2,59% | 1,25 CHF | 1,28 CHF | 40 000 | 10 000 | 40 571 | 10 000 | 51 553 CHF | 13 046 CHF | 79,55% | 79,55% |
08/07/2024 | 2,69% | 1,20 CHF | 1,24 CHF | 47 631 | 20 000 | 47 879 | 20 000 | 58 343 CHF | 25 037 CHF | 58,35% | 58,35% |
05/07/2024 | 3,02% | 1,19 CHF | 1,23 CHF | 48 869 | 20 000 | 47 932 | 19 891 | 57 049 CHF | 24 401 CHF | 87,64% | 87,64% |
04/07/2024 | 2,94% | 1,19 CHF | 1,22 CHF | 49 539 | 20 000 | 48 569 | 20 000 | 56 826 CHF | 24 101 CHF | 99,04% | 99,04% |
03/07/2024 | 2,82% | 1,14 CHF | 1,17 CHF | 49 401 | 20 000 | 49 492 | 20 000 | 56 618 CHF | 23 538 CHF | 88,35% | 88,35% |