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 | 0,72% | 2,47 CHF | 2,49 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 72 901 CHF | 18 357 CHF | 100,00% | 100,00% |
15/07/2024 | 0,71% | 2,46 CHF | 2,48 CHF | 30 000 | 7 500 | 20 730 | 7 500 | 53 012 CHF | 19 340 CHF | 92,78% | 92,78% |
12/07/2024 | 0,69% | 2,60 CHF | 2,62 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 52 589 CHF | 19 857 CHF | 98,85% | 98,85% |
11/07/2024 | 0,67% | 2,57 CHF | 2,59 CHF | 20 000 | 7 500 | 20 229 | 7 500 | 51 760 CHF | 19 325 CHF | 97,35% | 97,35% |
10/07/2024 | 0,70% | 2,39 CHF | 2,40 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 70 711 CHF | 17 802 CHF | 100,00% | 100,00% |
09/07/2024 | 0,69% | 2,39 CHF | 2,40 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 70 737 CHF | 17 807 CHF | 100,00% | 100,00% |
08/07/2024 | 0,72% | 2,35 CHF | 2,37 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 70 279 CHF | 17 697 CHF | 99,80% | 99,80% |
05/07/2024 | 0,74% | 2,33 CHF | 2,35 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 69 509 CHF | 17 506 CHF | 98,81% | 98,81% |
04/07/2024 | 0,70% | 2,29 CHF | 2,30 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 67 945 CHF | 17 106 CHF | 100,00% | 100,00% |
03/07/2024 | 0,75% | 2,13 CHF | 2,14 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 63 856 CHF | 16 083 CHF | 99,73% | 99,73% |