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 | 2,55% | 0,73 CHF | 0,75 CHF | 70 000 | 20 000 | 75 076 | 20 000 | 51 587 CHF | 14 103 CHF | 93,24% | 93,24% |
15/07/2024 | 2,66% | 0,68 CHF | 0,70 CHF | 75 723 | 20 000 | 74 662 | 20 000 | 51 871 CHF | 14 273 CHF | 52,75% | 52,75% |
12/07/2024 | 2,54% | 0,74 CHF | 0,76 CHF | 70 000 | 20 000 | 74 237 | 20 000 | 52 110 CHF | 14 408 CHF | 96,56% | 96,56% |
11/07/2024 | 2,74% | 0,70 CHF | 0,72 CHF | 74 593 | 20 000 | 76 935 | 20 000 | 51 314 CHF | 13 716 CHF | 99,09% | 99,09% |
10/07/2024 | 2,55% | 0,64 CHF | 0,66 CHF | 79 182 | 20 000 | 78 792 | 20 000 | 50 730 CHF | 13 210 CHF | 100,00% | 100,00% |
09/07/2024 | 2,80% | 0,62 CHF | 0,64 CHF | 80 318 | 20 000 | 80 354 | 20 000 | 50 180 CHF | 12 847 CHF | 83,85% | 83,85% |
08/07/2024 | 2,86% | 0,61 CHF | 0,63 CHF | 81 004 | 20 000 | 82 339 | 20 000 | 49 152 CHF | 12 287 CHF | 88,38% | 88,38% |
05/07/2024 | 3,16% | 0,57 CHF | 0,59 CHF | 85 240 | 20 000 | 82 209 | 20 000 | 49 618 CHF | 12 467 CHF | 87,30% | 87,30% |
04/07/2024 | 3,10% | 0,60 CHF | 0,61 CHF | 83 250 | 20 000 | 84 044 | 20 000 | 49 241 CHF | 12 088 CHF | 100,00% | 100,00% |
03/07/2024 | 3,21% | 0,56 CHF | 0,58 CHF | 86 292 | 20 000 | 86 141 | 20 000 | 48 705 CHF | 11 678 CHF | 98,25% | 98,25% |