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 | 4,46% | 0,73 CHF | 0,76 CHF | 70 000 | 25 000 | 70 300 | 25 000 | 51 005 CHF | 18 969 CHF | 100,00% | 100,00% |
15/07/2024 | 4,81% | 0,70 CHF | 0,73 CHF | 78 482 | 25 000 | 72 211 | 25 000 | 53 525 CHF | 19 483 CHF | 65,87% | 65,87% |
12/07/2024 | 3,90% | 0,72 CHF | 0,75 CHF | 78 228 | 25 000 | 79 347 | 25 000 | 54 248 CHF | 17 775 CHF | 98,24% | 98,24% |
11/07/2024 | 3,79% | 0,72 CHF | 0,75 CHF | 78 327 | 25 000 | 79 128 | 25 000 | 55 190 CHF | 18 112 CHF | 96,22% | 96,22% |
10/07/2024 | 4,17% | 0,66 CHF | 0,69 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 53 003 CHF | 17 268 CHF | 100,00% | 100,00% |
09/07/2024 | 3,78% | 0,65 CHF | 0,67 CHF | 80 000 | 25 000 | 79 986 | 25 000 | 55 026 CHF | 17 860 CHF | 100,00% | 100,00% |
08/07/2024 | 3,78% | 0,69 CHF | 0,72 CHF | 80 000 | 25 000 | 75 142 | 25 000 | 53 659 CHF | 18 574 CHF | 99,55% | 99,55% |
05/07/2024 | 3,99% | 0,75 CHF | 0,77 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 52 870 CHF | 19 652 CHF | 99,62% | 99,62% |
04/07/2024 | 4,55% | 0,79 CHF | 0,83 CHF | 70 000 | 25 000 | 66 705 | 25 000 | 55 098 CHF | 21 676 CHF | 100,00% | 100,00% |
03/07/2024 | 3,89% | 0,85 CHF | 0,89 CHF | 60 000 | 25 000 | 67 791 | 25 000 | 53 987 CHF | 20 783 CHF | 96,53% | 96,53% |