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 | 1,29% | 0,78 CHF | 0,79 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 53 869 CHF | 19 489 CHF | 100,00% | 100,00% |
15/07/2024 | 1,23% | 0,79 CHF | 0,80 CHF | 70 000 | 25 000 | 69 890 | 25 000 | 56 477 CHF | 20 453 CHF | 97,09% | 97,09% |
12/07/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 56 717 CHF | 20 506 CHF | 99,01% | 99,01% |
11/07/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 60 000 | 25 000 | 62 542 | 25 000 | 52 702 CHF | 21 330 CHF | 99,09% | 99,09% |
10/07/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 57 693 CHF | 20 855 CHF | 100,00% | 100,00% |
09/07/2024 | 1,18% | 0,83 CHF | 0,84 CHF | 70 000 | 25 000 | 63 880 | 25 000 | 53 581 CHF | 21 235 CHF | 100,00% | 100,00% |
08/07/2024 | 1,13% | 0,86 CHF | 0,87 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 52 634 CHF | 22 181 CHF | 100,00% | 100,00% |
05/07/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 53 602 CHF | 22 584 CHF | 61,81% | 61,81% |
04/07/2024 | 2,01% | 0,85 CHF | 0,86 CHF | 60 000 | 25 000 | 16 033 | 13 430 | 13 460 CHF | 11 494 CHF | 100,00% | 100,00% |
03/07/2024 | 2,05% | 0,86 CHF | 0,88 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 10 826 CHF | 11 050 CHF | 99,73% | 99,73% |