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 | 4,59% | 0,65 CHF | 0,68 CHF | 65 888 | 20 000 | 68 195 | 20 000 | 40 938 CHF | 12 574 CHF | 100,00% | 100,00% |
15/07/2024 | 4,58% | 0,59 CHF | 0,62 CHF | 68 852 | 20 000 | 67 516 | 20 000 | 41 543 CHF | 12 885 CHF | 99,72% | 99,72% |
12/07/2024 | 4,58% | 0,65 CHF | 0,68 CHF | 65 943 | 20 000 | 68 008 | 20 000 | 41 846 CHF | 12 888 CHF | 99,01% | 99,01% |
11/07/2024 | 3,50% | 0,61 CHF | 0,64 CHF | 67 998 | 20 000 | 70 343 | 20 000 | 40 608 CHF | 11 966 CHF | 99,08% | 99,08% |
10/07/2024 | 3,04% | 0,55 CHF | 0,57 CHF | 72 580 | 20 000 | 72 236 | 20 000 | 39 807 CHF | 11 362 CHF | 100,00% | 100,00% |
09/07/2024 | 3,32% | 0,53 CHF | 0,54 CHF | 73 992 | 20 000 | 73 900 | 20 000 | 39 234 CHF | 10 978 CHF | 100,00% | 100,00% |
08/07/2024 | 3,60% | 0,52 CHF | 0,54 CHF | 74 511 | 20 000 | 75 950 | 20 000 | 38 312 CHF | 10 463 CHF | 100,00% | 100,00% |
05/07/2024 | 3,26% | 0,47 CHF | 0,49 CHF | 78 997 | 20 000 | 75 847 | 20 000 | 38 949 CHF | 10 620 CHF | 98,98% | 98,98% |
04/07/2024 | 3,34% | 0,50 CHF | 0,52 CHF | 76 920 | 20 000 | 78 127 | 20 000 | 38 472 CHF | 10 185 CHF | 100,00% | 100,00% |
03/07/2024 | 3,46% | 0,47 CHF | 0,48 CHF | 80 662 | 20 000 | 80 557 | 20 000 | 37 928 CHF | 9 749 CHF | 98,25% | 98,25% |