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 | 1,20% | 0,83 CHF | 0,84 CHF | 70 000 | 25 000 | 68 947 | 25 000 | 56 974 CHF | 20 915 CHF | 100,00% | 100,00% |
15/07/2024 | 1,15% | 0,84 CHF | 0,85 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 51 938 CHF | 21 891 CHF | 97,10% | 97,10% |
12/07/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 60 000 | 25 000 | 60 230 | 25 000 | 52 243 CHF | 21 938 CHF | 99,01% | 99,01% |
11/07/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 54 106 CHF | 22 794 CHF | 99,09% | 99,09% |
10/07/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 52 918 CHF | 22 299 CHF | 100,00% | 100,00% |
09/07/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 53 793 CHF | 22 664 CHF | 100,00% | 100,00% |
08/07/2024 | 1,07% | 0,91 CHF | 0,92 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 56 024 CHF | 23 593 CHF | 100,00% | 100,00% |
05/07/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 56 978 CHF | 23 991 CHF | 60,60% | 60,60% |
04/07/2024 | 1,89% | 0,90 CHF | 0,91 CHF | 60 000 | 25 000 | 16 033 | 13 430 | 14 383 CHF | 12 263 CHF | 100,00% | 100,00% |
03/07/2024 | 2,04% | 0,92 CHF | 0,94 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 11 522 CHF | 11 760 CHF | 99,73% | 99,73% |