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 | 2,35% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 90 687 | 75 000 | 52 444 CHF | 44 418 CHF | 100,00% | 100,00% |
15/07/2024 | 2,37% | 0,54 CHF | 0,56 CHF | 100 000 | 75 000 | 98 524 | 75 000 | 53 766 CHF | 41 939 CHF | 99,72% | 99,72% |
12/07/2024 | 2,48% | 0,54 CHF | 0,56 CHF | 100 000 | 75 000 | 93 550 | 75 000 | 52 286 CHF | 43 033 CHF | 98,16% | 98,16% |
11/07/2024 | 2,39% | 0,50 CHF | 0,52 CHF | 100 000 | 75 000 | 98 866 | 75 000 | 52 789 CHF | 41 042 CHF | 99,07% | 99,07% |
10/07/2024 | 2,04% | 0,64 CHF | 0,66 CHF | 100 000 | 100 000 | 94 141 | 94 141 | 62 725 CHF | 63 971 CHF | 100,00% | 100,00% |
09/07/2024 | 1,83% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 66 239 CHF | 67 460 CHF | 100,00% | 100,00% |
08/07/2024 | 2,11% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 89 712 | 75 000 | 53 611 CHF | 45 785 CHF | 99,61% | 99,61% |
05/07/2024 | 2,54% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 98 196 | 75 000 | 52 693 CHF | 41 327 CHF | 98,98% | 98,98% |
04/07/2024 | 2,51% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 97 558 | 75 000 | 53 484 CHF | 42 187 CHF | 100,00% | 100,00% |
03/07/2024 | 2,31% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 280 CHF | 58 621 CHF | 100,00% | 100,00% |