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 | 2,29% | 0,81 CHF | 0,83 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 29 944 CHF | 30 637 CHF | 100,00% | 100,00% |
15/07/2024 | 1,67% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 327 CHF | 45 189 CHF | 99,61% | 99,61% |
12/07/2024 | 1,67% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 361 CHF | 45 218 CHF | 99,01% | 99,01% |
11/07/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 89 417 | 75 000 | 53 928 CHF | 45 996 CHF | 93,88% | 93,88% |
10/07/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 91 065 | 75 000 | 51 377 CHF | 43 081 CHF | 100,00% | 100,00% |
09/07/2024 | 1,58% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 82 992 | 75 000 | 52 123 CHF | 47 903 CHF | 100,00% | 100,00% |
08/07/2024 | 1,54% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 81 765 | 75 000 | 52 598 CHF | 49 037 CHF | 97,53% | 97,53% |
05/07/2024 | 1,57% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 84 514 | 75 000 | 53 393 CHF | 48 189 CHF | 98,69% | 98,69% |
04/07/2024 | 1,58% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 83 405 | 75 000 | 52 431 CHF | 47 925 CHF | 87,44% | 87,44% |
03/07/2024 | 1,62% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 88 381 | 75 000 | 54 053 CHF | 46 644 CHF | 99,95% | 99,95% |