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 | 0,66% | 2,89 CHF | 2,90 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 56 827 CHF | 21 450 CHF | 100,00% | 100,00% |
15/07/2024 | 0,61% | 2,87 CHF | 2,89 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 59 479 CHF | 22 440 CHF | 92,97% | 92,97% |
12/07/2024 | 0,58% | 3,01 CHF | 3,03 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 60 878 CHF | 22 962 CHF | 99,01% | 99,01% |
11/07/2024 | 0,59% | 2,98 CHF | 3,00 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 59 352 CHF | 22 388 CHF | 97,35% | 97,35% |
10/07/2024 | 0,60% | 2,80 CHF | 2,81 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 55 357 CHF | 20 885 CHF | 100,00% | 100,00% |
09/07/2024 | 0,59% | 2,80 CHF | 2,82 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 55 382 CHF | 20 891 CHF | 100,00% | 100,00% |
08/07/2024 | 0,58% | 2,76 CHF | 2,78 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 55 070 CHF | 20 772 CHF | 99,80% | 99,80% |
05/07/2024 | 0,63% | 2,74 CHF | 2,76 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 54 539 CHF | 20 581 CHF | 98,81% | 98,81% |
04/07/2024 | 0,67% | 2,69 CHF | 2,71 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 53 444 CHF | 20 176 CHF | 100,00% | 100,00% |
03/07/2024 | 0,59% | 2,53 CHF | 2,55 CHF | 20 000 | 7 500 | 21 694 | 7 500 | 54 939 CHF | 19 139 CHF | 99,73% | 99,73% |