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 | 1,57% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 086 CHF | 63 068 CHF | 100,00% | 100,00% |
15/07/2024 | 1,63% | 0,79 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 708 CHF | 60 689 CHF | 99,72% | 99,72% |
12/07/2024 | 1,52% | 0,79 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 727 CHF | 61 655 CHF | 98,15% | 98,15% |
11/07/2024 | 1,55% | 0,75 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 825 CHF | 59 745 CHF | 98,93% | 98,93% |
10/07/2024 | 1,49% | 0,89 CHF | 0,91 CHF | 100 000 | 100 000 | 94 141 | 94 141 | 86 261 CHF | 87 506 CHF | 100,00% | 100,00% |
09/07/2024 | 1,38% | 0,90 CHF | 0,92 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 91 192 CHF | 92 460 CHF | 100,00% | 100,00% |
08/07/2024 | 1,54% | 0,88 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 484 CHF | 64 471 CHF | 100,00% | 100,00% |
05/07/2024 | 1,74% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 046 CHF | 60 077 CHF | 98,98% | 98,98% |
04/07/2024 | 1,73% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 889 CHF | 60 937 CHF | 100,00% | 100,00% |
03/07/2024 | 1,45% | 0,80 CHF | 0,81 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 82 280 CHF | 83 486 CHF | 100,00% | 100,00% |