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 | 3,08% | 0,95 CHF | 0,98 CHF | 20 000 | 20 000 | 19 841 | 19 841 | 19 302 CHF | 19 902 CHF | 99,43% | 99,43% |
15/07/2024 | 2,70% | 1,05 CHF | 1,08 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 21 950 CHF | 22 550 CHF | 99,99% | 99,99% |
12/07/2024 | 2,99% | 1,08 CHF | 1,11 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 19 787 CHF | 20 387 CHF | 100,00% | 100,00% |
11/07/2024 | 3,06% | 0,98 CHF | 1,01 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 19 291 CHF | 19 891 CHF | 99,96% | 99,99% |
10/07/2024 | 3,26% | 0,93 CHF | 0,96 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 18 111 CHF | 18 711 CHF | 100,00% | 100,00% |
09/07/2024 | 3,36% | 0,89 CHF | 0,92 CHF | 20 000 | 20 000 | 19 935 | 19 935 | 17 631 CHF | 18 231 CHF | 99,99% | 99,99% |
08/07/2024 | 3,40% | 0,87 CHF | 0,90 CHF | 20 000 | 20 000 | 19 965 | 19 965 | 17 400 CHF | 18 000 CHF | 100,00% | 100,00% |
05/07/2024 | 3,23% | 0,92 CHF | 0,95 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 18 257 CHF | 18 857 CHF | 100,00% | 100,00% |
04/07/2024 | 3,52% | 0,87 CHF | 0,90 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 16 739 CHF | 17 339 CHF | 100,00% | 100,00% |
03/07/2024 | 4,16% | 0,76 CHF | 0,79 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 14 151 CHF | 14 751 CHF | 100,00% | 100,00% |