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 | 3,50% | 0,60 CHF | 0,62 CHF | 30 000 | 30 000 | 29 770 | 29 770 | 16 959 CHF | 17 559 CHF | 100,00% | 100,00% |
15/07/2024 | 2,81% | 0,67 CHF | 0,69 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 21 056 CHF | 21 656 CHF | 100,00% | 100,00% |
12/07/2024 | 2,65% | 0,75 CHF | 0,77 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 22 335 CHF | 22 935 CHF | 100,00% | 100,00% |
11/07/2024 | 2,54% | 0,75 CHF | 0,77 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 23 303 CHF | 23 903 CHF | 99,99% | 99,99% |
10/07/2024 | 2,66% | 0,75 CHF | 0,77 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 22 287 CHF | 22 887 CHF | 100,00% | 100,00% |
09/07/2024 | 2,54% | 0,71 CHF | 0,73 CHF | 30 000 | 30 000 | 29 893 | 29 893 | 23 437 CHF | 24 037 CHF | 100,00% | 100,00% |
08/07/2024 | 2,41% | 0,82 CHF | 0,84 CHF | 30 000 | 30 000 | 29 949 | 29 949 | 24 619 CHF | 25 219 CHF | 99,75% | 99,75% |
05/07/2024 | 2,75% | 0,75 CHF | 0,77 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 21 553 CHF | 22 153 CHF | 100,00% | 100,00% |
04/07/2024 | 2,95% | 0,64 CHF | 0,66 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 20 046 CHF | 20 646 CHF | 100,00% | 100,00% |
03/07/2024 | 3,03% | 0,65 CHF | 0,67 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 19 540 CHF | 20 140 CHF | 100,00% | 100,00% |