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 | 1,64% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 89 951 | 75 000 | 54 639 CHF | 46 312 CHF | 94,49% | 94,49% |
15/07/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 83 509 | 75 000 | 53 121 CHF | 48 546 CHF | 95,45% | 95,45% |
12/07/2024 | 1,68% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 88 576 | 75 000 | 54 708 CHF | 47 122 CHF | 98,91% | 98,91% |
11/07/2024 | 1,56% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 51 951 CHF | 49 468 CHF | 94,10% | 94,10% |
10/07/2024 | 1,60% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 86 918 | 75 000 | 53 825 CHF | 47 226 CHF | 100,00% | 100,00% |
09/07/2024 | 1,65% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 54 183 CHF | 45 902 CHF | 100,00% | 100,00% |
08/07/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 89 988 | 75 000 | 54 503 CHF | 46 175 CHF | 83,35% | 83,35% |
05/07/2024 | 1,81% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 98 844 | 75 000 | 54 007 CHF | 41 741 CHF | 98,86% | 98,86% |
04/07/2024 | 1,82% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 99 715 | 75 000 | 54 168 CHF | 41 495 CHF | 99,19% | 99,19% |
03/07/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 104 539 | 75 000 | 51 578 CHF | 37 795 CHF | 99,81% | 99,81% |