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 | 2,86% | 0,85 CHF | 0,88 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 20 171 CHF | 20 756 CHF | 99,58% | 99,58% |
15/07/2024 | 2,96% | 0,77 CHF | 0,80 CHF | 25 000 | 25 000 | 27 479 | 26 377 | 21 079 CHF | 20 824 CHF | 98,73% | 98,73% |
12/07/2024 | 1,89% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 74 205 | 50 000 | 53 053 CHF | 36 481 CHF | 99,38% | 99,38% |
11/07/2024 | 1,75% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 052 CHF | 38 564 CHF | 98,64% | 98,64% |
10/07/2024 | 1,79% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 76 068 | 50 000 | 54 267 CHF | 36 384 CHF | 100,00% | 100,00% |
09/07/2024 | 1,65% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 910 CHF | 39 872 CHF | 100,00% | 100,00% |
08/07/2024 | 1,74% | 0,78 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 52 675 CHF | 38 284 CHF | 98,93% | 98,93% |
05/07/2024 | 1,59% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 70 039 | 50 000 | 52 674 CHF | 38 208 CHF | 57,32% | 57,32% |
04/07/2024 | 1,72% | 0,69 CHF | 0,71 CHF | 80 000 | 50 000 | 71 293 | 50 000 | 52 200 CHF | 37 300 CHF | 71,69% | 71,69% |
03/07/2024 | 1,79% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 72 364 | 50 000 | 52 375 CHF | 36 883 CHF | 66,98% | 66,98% |