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 | 1,70% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 76 009 | 75 000 | 55 129 CHF | 55 348 CHF | 66,67% | 66,67% |
15/07/2024 | 1,77% | 0,73 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 068 CHF | 59 101 CHF | 95,53% | 95,53% |
12/07/2024 | 1,68% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 068 CHF | 59 050 CHF | 91,67% | 91,67% |
11/07/2024 | 1,67% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 143 CHF | 57 087 CHF | 95,71% | 95,71% |
10/07/2024 | 1,79% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 79 854 | 75 000 | 55 216 CHF | 52 799 CHF | 99,44% | 99,44% |
09/07/2024 | 1,72% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 76 923 | 75 000 | 55 121 CHF | 54 701 CHF | 94,84% | 94,84% |
08/07/2024 | 1,75% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 77 313 | 75 000 | 55 408 CHF | 54 719 CHF | 97,95% | 97,95% |
05/07/2024 | 1,80% | 0,71 CHF | 0,73 CHF | 80 000 | 75 000 | 75 383 | 75 000 | 55 766 CHF | 56 502 CHF | 98,68% | 98,68% |
04/07/2024 | 1,81% | 0,74 CHF | 0,75 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 71 444 CHF | 72 748 CHF | 100,00% | 100,00% |
03/07/2024 | 1,88% | 0,68 CHF | 0,69 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 69 447 CHF | 70 764 CHF | 98,59% | 98,59% |