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 | 1,93% | 0,54 CHF | 0,55 CHF | 120 000 | 120 000 | 119 058 | 119 058 | 62 168 CHF | 63 368 CHF | 100,00% | 100,00% |
15/07/2024 | 1,73% | 0,55 CHF | 0,56 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 68 899 CHF | 70 099 CHF | 100,00% | 100,00% |
12/07/2024 | 1,73% | 0,60 CHF | 0,61 CHF | 120 000 | 120 000 | 119 976 | 119 976 | 68 740 CHF | 69 940 CHF | 100,00% | 100,00% |
11/07/2024 | 1,87% | 0,57 CHF | 0,58 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 69 025 CHF | 70 325 CHF | 99,99% | 99,99% |
10/07/2024 | 1,96% | 0,49 CHF | 0,50 CHF | 120 000 | 120 000 | 120 977 | 120 977 | 61 098 CHF | 62 308 CHF | 100,00% | 100,00% |
09/07/2024 | 1,80% | 0,53 CHF | 0,54 CHF | 120 000 | 120 000 | 119 736 | 119 736 | 66 249 CHF | 67 449 CHF | 99,75% | 99,75% |
08/07/2024 | 1,80% | 0,55 CHF | 0,56 CHF | 130 000 | 130 000 | 126 511 | 126 511 | 69 953 CHF | 71 220 CHF | 99,27% | 99,27% |
05/07/2024 | 1,83% | 0,53 CHF | 0,54 CHF | 120 000 | 120 000 | 119 963 | 119 963 | 65 045 CHF | 66 245 CHF | 100,00% | 100,00% |
04/07/2024 | 1,83% | 0,56 CHF | 0,57 CHF | 120 000 | 120 000 | 129 944 | 129 944 | 70 564 CHF | 71 864 CHF | 99,61% | 99,61% |
03/07/2024 | 1,83% | 0,51 CHF | 0,52 CHF | 120 000 | 120 000 | 120 501 | 120 501 | 65 303 CHF | 66 508 CHF | 100,00% | 100,00% |