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 | 3,18% | 0,62 CHF | 0,64 CHF | 70 000 | 70 000 | 69 469 | 69 469 | 43 644 CHF | 45 044 CHF | 100,00% | 100,00% |
15/07/2024 | 2,73% | 0,67 CHF | 0,69 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 43 372 CHF | 44 572 CHF | 99,97% | 99,97% |
12/07/2024 | 2,83% | 0,74 CHF | 0,76 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 41 843 CHF | 43 043 CHF | 100,00% | 100,00% |
11/07/2024 | 2,81% | 0,74 CHF | 0,76 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 49 177 CHF | 50 577 CHF | 99,99% | 99,99% |
10/07/2024 | 3,03% | 0,66 CHF | 0,68 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 45 540 CHF | 46 940 CHF | 100,00% | 100,00% |
09/07/2024 | 2,95% | 0,65 CHF | 0,67 CHF | 70 000 | 70 000 | 69 846 | 69 846 | 46 852 CHF | 48 252 CHF | 100,00% | 100,00% |
08/07/2024 | 2,74% | 0,70 CHF | 0,72 CHF | 70 000 | 70 000 | 66 609 | 66 609 | 48 076 CHF | 49 411 CHF | 99,99% | 99,99% |
05/07/2024 | 2,70% | 0,72 CHF | 0,74 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 43 864 CHF | 45 064 CHF | 99,81% | 99,81% |
04/07/2024 | 2,39% | 0,84 CHF | 0,86 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 49 563 CHF | 50 763 CHF | 99,49% | 99,49% |
03/07/2024 | 2,52% | 0,80 CHF | 0,82 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 47 074 CHF | 48 274 CHF | 100,00% | 100,00% |