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 | 1,12% | 0,89 CHF | 0,90 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 53 066 CHF | 22 361 CHF | 100,00% | 100,00% |
15/07/2024 | 1,08% | 0,90 CHF | 0,91 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 55 428 CHF | 23 345 CHF | 97,10% | 97,10% |
12/07/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 55 527 CHF | 23 386 CHF | 99,01% | 99,01% |
11/07/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 57 538 CHF | 24 224 CHF | 99,09% | 99,09% |
10/07/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 56 452 CHF | 23 772 CHF | 100,00% | 100,00% |
09/07/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 57 256 CHF | 24 107 CHF | 100,00% | 100,00% |
08/07/2024 | 1,00% | 0,97 CHF | 0,98 CHF | 60 000 | 25 000 | 56 971 | 25 000 | 56 440 CHF | 25 029 CHF | 100,00% | 100,00% |
05/07/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 50 000 | 25 000 | 50 768 | 25 000 | 51 126 CHF | 25 435 CHF | 61,81% | 61,81% |
04/07/2024 | 1,82% | 0,96 CHF | 0,97 CHF | 60 000 | 25 000 | 16 033 | 13 430 | 15 318 CHF | 13 047 CHF | 100,00% | 100,00% |
03/07/2024 | 1,82% | 0,98 CHF | 1,00 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 12 260 CHF | 12 486 CHF | 99,73% | 99,73% |