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 | 1,40% | 0,97 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 030 CHF | 75 073 CHF | 100,00% | 100,00% |
15/07/2024 | 1,44% | 1,00 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 209 CHF | 75 282 CHF | 98,73% | 98,73% |
12/07/2024 | 2,62% | 0,97 CHF | 0,99 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 36 989 CHF | 37 969 CHF | 99,38% | 99,38% |
11/07/2024 | 2,80% | 0,98 CHF | 1,01 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 34 681 CHF | 35 663 CHF | 99,08% | 99,08% |
10/07/2024 | 2,69% | 0,61 CHF | 0,63 CHF | 90 000 | 75 000 | 81 204 | 75 000 | 52 171 CHF | 49 526 CHF | 100,00% | 100,00% |
09/07/2024 | 2,29% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 166 CHF | 50 996 CHF | 100,00% | 100,00% |
08/07/2024 | 2,16% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 79 936 | 75 000 | 55 313 CHF | 53 032 CHF | 100,00% | 100,00% |
05/07/2024 | 2,22% | 0,73 CHF | 0,75 CHF | 75 000 | 75 000 | 76 095 | 75 000 | 54 888 CHF | 55 330 CHF | 99,62% | 99,62% |
04/07/2024 | 2,03% | 0,72 CHF | 0,74 CHF | 75 000 | 75 000 | 76 136 | 75 000 | 54 802 CHF | 55 109 CHF | 100,00% | 100,00% |
03/07/2024 | 2,37% | 0,72 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 477 CHF | 56 805 CHF | 99,73% | 99,73% |