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 | 1,43% | 0,72 CHF | 0,73 CHF | 40 000 | 40 000 | 39 723 | 39 723 | 27 933 CHF | 28 333 CHF | 100,00% | 100,00% |
15/07/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 31 353 CHF | 31 753 CHF | 100,00% | 100,00% |
12/07/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 32 524 CHF | 32 924 CHF | 100,00% | 100,00% |
11/07/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 33 274 CHF | 33 674 CHF | 99,98% | 99,98% |
10/07/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 32 440 CHF | 32 840 CHF | 100,00% | 100,00% |
09/07/2024 | 1,20% | 0,79 CHF | 0,80 CHF | 40 000 | 40 000 | 39 857 | 39 857 | 33 267 CHF | 33 667 CHF | 100,00% | 100,00% |
08/07/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 40 000 | 40 000 | 39 931 | 39 931 | 34 190 CHF | 34 590 CHF | 100,00% | 100,00% |
05/07/2024 | 1,25% | 0,81 CHF | 0,82 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 31 699 CHF | 32 099 CHF | 100,00% | 100,00% |
04/07/2024 | 1,31% | 0,74 CHF | 0,75 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 30 444 CHF | 30 844 CHF | 100,00% | 100,00% |
03/07/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 40 000 | 40 000 | 40 095 | 40 095 | 30 095 CHF | 30 496 CHF | 100,00% | 100,00% |