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 | 1,57% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 83 466 | 50 000 | 52 557 CHF | 32 011 CHF | 99,48% | 99,48% |
15/07/2024 | 1,42% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 55 813 CHF | 35 383 CHF | 97,50% | 97,50% |
12/07/2024 | 1,42% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 78 480 | 50 000 | 54 950 CHF | 35 542 CHF | 84,28% | 84,28% |
11/07/2024 | 1,52% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 80 044 | 50 000 | 52 278 CHF | 33 157 CHF | 99,52% | 99,52% |
10/07/2024 | 1,68% | 0,64 CHF | 0,65 CHF | 80 000 | 50 000 | 89 309 | 50 000 | 52 586 CHF | 30 053 CHF | 99,54% | 99,54% |
09/07/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 85 870 | 50 000 | 53 650 CHF | 31 775 CHF | 99,57% | 99,57% |
08/07/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 80 132 | 50 000 | 51 954 CHF | 32 920 CHF | 99,44% | 99,44% |
05/07/2024 | 1,43% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 79 021 | 50 000 | 54 743 CHF | 35 155 CHF | 97,77% | 97,77% |
04/07/2024 | 1,46% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 79 961 | 50 000 | 54 544 CHF | 34 608 CHF | 96,33% | 96,33% |
03/07/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 80 112 | 50 000 | 52 043 CHF | 32 984 CHF | 95,88% | 95,88% |