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 | 1,42% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 76 298 | 76 297 | 53 205 CHF | 53 967 CHF | 100,00% | 100,00% |
15/07/2024 | 1,22% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 259 CHF | 62 009 CHF | 100,00% | 100,00% |
12/07/2024 | 1,28% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 566 CHF | 59 316 CHF | 98,41% | 98,41% |
11/07/2024 | 1,49% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 87 809 | 87 812 | 58 442 CHF | 59 322 CHF | 99,37% | 99,37% |
10/07/2024 | 1,54% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 95 036 | 95 036 | 61 317 CHF | 62 268 CHF | 99,78% | 99,78% |
09/07/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 75 534 | 75 534 | 51 802 CHF | 52 557 CHF | 100,00% | 100,00% |
08/07/2024 | 1,41% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 52 970 CHF | 53 720 CHF | 98,98% | 98,98% |
05/07/2024 | 1,32% | 0,70 CHF | 0,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 369 CHF | 57 119 CHF | 100,00% | 100,00% |
04/07/2024 | 1,45% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 51 281 CHF | 52 031 CHF | 98,16% | 98,16% |
03/07/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 75 000 | 75 000 | 82 679 | 82 678 | 55 917 CHF | 56 743 CHF | 100,00% | 100,00% |