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 | 1,79% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 95 880 | 50 000 | 53 119 CHF | 28 214 CHF | 100,00% | 100,00% |
15/07/2024 | 1,75% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 93 239 | 50 000 | 52 777 CHF | 28 837 CHF | 99,72% | 99,72% |
12/07/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 483 CHF | 29 657 CHF | 99,01% | 99,01% |
11/07/2024 | 1,59% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 87 698 | 50 000 | 54 659 CHF | 31 683 CHF | 99,09% | 99,09% |
10/07/2024 | 1,60% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 88 524 | 50 000 | 54 956 CHF | 31 548 CHF | 100,00% | 100,00% |
09/07/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 89 684 | 50 000 | 54 721 CHF | 31 011 CHF | 100,00% | 100,00% |
08/07/2024 | 1,55% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 51 127 CHF | 32 455 CHF | 100,00% | 100,00% |
05/07/2024 | 1,51% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 757 CHF | 33 473 CHF | 98,98% | 98,98% |
04/07/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 51 989 CHF | 32 993 CHF | 100,00% | 100,00% |
03/07/2024 | 1,53% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 80 320 | 50 000 | 52 220 CHF | 33 014 CHF | 100,00% | 100,00% |