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 | 2,91% | 0,77 CHF | 0,79 CHF | 56 870 | 20 000 | 58 310 | 20 000 | 42 359 CHF | 14 962 CHF | 85,66% | 85,66% |
15/07/2024 | 2,92% | 0,75 CHF | 0,77 CHF | 58 290 | 20 000 | 56 855 | 20 000 | 43 508 CHF | 15 759 CHF | 74,78% | 74,78% |
12/07/2024 | 3,13% | 0,81 CHF | 0,85 CHF | 54 868 | 20 000 | 56 979 | 20 000 | 43 454 CHF | 15 747 CHF | 71,68% | 71,68% |
11/07/2024 | 3,35% | 0,99 CHF | 1,03 CHF | 49 577 | 10 000 | 49 532 | 10 000 | 50 603 CHF | 10 566 CHF | 76,03% | 76,03% |
10/07/2024 | 3,19% | 1,12 CHF | 1,16 CHF | 49 884 | 10 000 | 49 129 | 10 000 | 52 559 CHF | 11 045 CHF | 70,78% | 70,78% |
09/07/2024 | 3,13% | 1,06 CHF | 1,09 CHF | 48 950 | 10 000 | 49 372 | 10 000 | 53 318 CHF | 11 141 CHF | 90,74% | 90,74% |
08/07/2024 | 3,18% | 1,02 CHF | 1,05 CHF | 49 441 | 20 000 | 49 423 | 20 000 | 51 438 CHF | 21 489 CHF | 84,96% | 84,96% |
05/07/2024 | 3,22% | 1,00 CHF | 1,04 CHF | 50 397 | 20 000 | 49 499 | 19 885 | 49 936 CHF | 20 716 CHF | 82,66% | 82,66% |
04/07/2024 | 3,46% | 1,00 CHF | 1,03 CHF | 51 827 | 20 000 | 50 740 | 20 000 | 49 730 CHF | 20 294 CHF | 57,84% | 57,84% |
03/07/2024 | 3,32% | 0,96 CHF | 1,00 CHF | 51 595 | 20 000 | 51 755 | 20 000 | 49 809 CHF | 19 903 CHF | 87,16% | 87,16% |