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 | 2,36% | 0,87 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 556 CHF | 65 072 CHF | 94,52% | 94,52% |
15/07/2024 | 2,22% | 0,87 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 329 CHF | 68 841 CHF | 94,91% | 94,91% |
12/07/2024 | 2,30% | 0,88 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 466 CHF | 66 987 CHF | 98,90% | 98,90% |
11/07/2024 | 2,20% | 0,91 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 334 CHF | 69 852 CHF | 94,10% | 94,10% |
10/07/2024 | 2,26% | 0,90 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 575 CHF | 67 075 CHF | 100,00% | 100,00% |
09/07/2024 | 2,33% | 0,84 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 604 CHF | 65 104 CHF | 100,00% | 100,00% |
08/07/2024 | 2,31% | 0,85 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 533 CHF | 65 019 CHF | 83,70% | 83,70% |
05/07/2024 | 2,53% | 0,75 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 019 CHF | 59 504 CHF | 98,86% | 98,86% |
04/07/2024 | 2,55% | 0,77 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 641 CHF | 59 128 CHF | 99,19% | 99,19% |
03/07/2024 | 2,82% | 0,71 CHF | 0,73 CHF | 80 000 | 75 000 | 79 330 | 75 000 | 55 555 CHF | 54 042 CHF | 99,82% | 99,82% |