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 | 3,13% | 0,80 CHF | 0,83 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 56 039 CHF | 20 650 CHF | 100,00% | 100,00% |
15/07/2024 | 3,46% | 0,78 CHF | 0,80 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 56 112 CHF | 20 747 CHF | 98,73% | 98,73% |
12/07/2024 | 3,72% | 0,79 CHF | 0,82 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 53 339 CHF | 19 770 CHF | 99,38% | 99,38% |
11/07/2024 | 3,35% | 0,80 CHF | 0,82 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 54 296 CHF | 20 051 CHF | 99,15% | 99,15% |
10/07/2024 | 3,05% | 0,75 CHF | 0,77 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 52 344 CHF | 19 274 CHF | 100,00% | 100,00% |
09/07/2024 | 3,83% | 0,73 CHF | 0,76 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 53 503 CHF | 19 854 CHF | 100,00% | 100,00% |
08/07/2024 | 3,28% | 0,77 CHF | 0,79 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 55 237 CHF | 20 386 CHF | 100,00% | 100,00% |
05/07/2024 | 3,05% | 0,81 CHF | 0,84 CHF | 70 000 | 25 000 | 68 950 | 25 000 | 56 712 CHF | 21 209 CHF | 99,62% | 99,62% |
04/07/2024 | 3,12% | 0,85 CHF | 0,88 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 52 889 CHF | 22 733 CHF | 100,00% | 100,00% |
03/07/2024 | 3,20% | 0,90 CHF | 0,93 CHF | 60 000 | 25 000 | 64 615 | 25 000 | 55 058 CHF | 22 071 CHF | 96,53% | 96,53% |