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 | 3,11% | 0,94 CHF | 0,97 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 56 159 CHF | 24 140 CHF | 100,00% | 100,00% |
15/07/2024 | 3,07% | 0,91 CHF | 0,94 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 56 406 CHF | 24 235 CHF | 98,73% | 98,73% |
12/07/2024 | 2,99% | 0,93 CHF | 0,96 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 53 814 CHF | 23 102 CHF | 99,38% | 99,38% |
11/07/2024 | 3,14% | 0,93 CHF | 0,96 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 54 569 CHF | 23 463 CHF | 99,15% | 99,15% |
10/07/2024 | 3,17% | 0,88 CHF | 0,91 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 52 767 CHF | 22 694 CHF | 100,00% | 100,00% |
09/07/2024 | 2,99% | 0,86 CHF | 0,89 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 53 973 CHF | 23 171 CHF | 100,00% | 100,00% |
08/07/2024 | 2,97% | 0,90 CHF | 0,93 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 55 461 CHF | 23 806 CHF | 100,00% | 100,00% |
05/07/2024 | 3,06% | 0,95 CHF | 0,98 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 57 552 CHF | 24 724 CHF | 99,62% | 99,62% |
04/07/2024 | 2,64% | 0,99 CHF | 1,02 CHF | 60 000 | 25 000 | 50 837 | 25 000 | 52 009 CHF | 26 275 CHF | 100,00% | 100,00% |
03/07/2024 | 2,80% | 1,04 CHF | 1,07 CHF | 50 000 | 25 000 | 54 615 | 25 000 | 54 175 CHF | 25 597 CHF | 96,53% | 96,53% |