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% | 2,70 CHF | 2,71 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 53 048 CHF | 20 025 CHF | 100,00% | 100,00% |
15/07/2024 | 0,66% | 2,68 CHF | 2,70 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 55 660 CHF | 21 010 CHF | 92,97% | 92,97% |
12/07/2024 | 0,62% | 2,82 CHF | 2,84 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 57 057 CHF | 21 530 CHF | 99,01% | 99,01% |
11/07/2024 | 0,63% | 2,79 CHF | 2,81 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 55 623 CHF | 20 991 CHF | 97,35% | 97,35% |
10/07/2024 | 0,66% | 2,61 CHF | 2,63 CHF | 20 000 | 7 500 | 20 041 | 7 500 | 51 700 CHF | 19 478 CHF | 100,00% | 100,00% |
09/07/2024 | 0,64% | 2,61 CHF | 2,63 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 51 603 CHF | 19 476 CHF | 100,00% | 100,00% |
08/07/2024 | 0,67% | 2,57 CHF | 2,59 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 51 307 CHF | 19 370 CHF | 99,80% | 99,80% |
05/07/2024 | 0,67% | 2,55 CHF | 2,57 CHF | 20 000 | 7 500 | 21 199 | 7 500 | 53 758 CHF | 19 172 CHF | 98,81% | 98,81% |
04/07/2024 | 0,65% | 2,51 CHF | 2,53 CHF | 20 000 | 7 500 | 24 921 | 7 500 | 61 899 CHF | 18 775 CHF | 100,00% | 100,00% |
03/07/2024 | 0,75% | 2,35 CHF | 2,37 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 70 502 CHF | 17 758 CHF | 99,73% | 99,73% |