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 | 2,88% | 0,66 CHF | 0,68 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 664 CHF | 34 520 CHF | 100,00% | 100,00% |
15/07/2024 | 2,94% | 0,67 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 784 CHF | 33 975 CHF | 98,72% | 98,72% |
12/07/2024 | 2,61% | 0,64 CHF | 0,66 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 306 CHF | 33 554 CHF | 99,38% | 99,38% |
11/07/2024 | 2,31% | 0,66 CHF | 0,68 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 739 CHF | 35 012 CHF | 97,04% | 97,04% |
10/07/2024 | 2,45% | 0,68 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 55 302 CHF | 35 419 CHF | 100,00% | 100,00% |
09/07/2024 | 2,50% | 0,71 CHF | 0,73 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 55 185 CHF | 35 364 CHF | 100,00% | 100,00% |
08/07/2024 | 2,64% | 0,67 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 702 CHF | 34 460 CHF | 100,00% | 100,00% |
05/07/2024 | 2,96% | 0,67 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 962 CHF | 34 096 CHF | 99,62% | 99,62% |
04/07/2024 | 2,77% | 0,67 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 551 CHF | 34 410 CHF | 100,00% | 100,00% |
03/07/2024 | 2,81% | 0,68 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 55 149 CHF | 35 449 CHF | 99,73% | 99,73% |