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 | 1,28% | 0,81 CHF | 0,82 CHF | 70 000 | 20 000 | 70 000 | 20 000 | 54 180 CHF | 15 680 CHF | 100,00% | 100,00% |
15/07/2024 | 1,05% | 0,87 CHF | 0,88 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 56 791 CHF | 19 130 CHF | 97,10% | 97,10% |
12/07/2024 | 1,03% | 0,92 CHF | 0,93 CHF | 60 000 | 10 000 | 55 232 | 10 000 | 53 519 CHF | 9 838 CHF | 99,01% | 99,01% |
11/07/2024 | 1,01% | 1,06 CHF | 1,07 CHF | 50 000 | 20 000 | 56 640 | 20 000 | 55 875 CHF | 20 012 CHF | 99,08% | 99,08% |
10/07/2024 | 1,07% | 0,90 CHF | 0,91 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 55 719 CHF | 18 773 CHF | 100,00% | 100,00% |
09/07/2024 | 1,01% | 0,94 CHF | 0,95 CHF | 60 000 | 20 000 | 55 423 | 20 000 | 54 615 CHF | 19 957 CHF | 100,00% | 100,00% |
08/07/2024 | 0,96% | 0,96 CHF | 0,97 CHF | 60 000 | 10 000 | 51 418 | 10 000 | 53 090 CHF | 10 442 CHF | 99,97% | 99,97% |
05/07/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 53 023 CHF | 21 409 CHF | 98,75% | 98,75% |
04/07/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 56 700 CHF | 19 100 CHF | 100,00% | 100,00% |
03/07/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 70 000 | 20 000 | 68 954 | 20 000 | 56 282 CHF | 16 532 CHF | 82,74% | 82,74% |