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 | 3,55% | 0,48 CHF | 0,49 CHF | 83 650 | 50 000 | 84 250 | 50 000 | 36 784 CHF | 22 620 CHF | 100,00% | 100,00% |
15/07/2024 | 2,89% | 0,45 CHF | 0,46 CHF | 84 007 | 50 000 | 83 454 | 50 000 | 40 053 CHF | 24 705 CHF | 98,61% | 98,61% |
12/07/2024 | 3,53% | 0,43 CHF | 0,45 CHF | 84 220 | 50 000 | 84 272 | 50 000 | 36 604 CHF | 22 497 CHF | 99,38% | 99,38% |
11/07/2024 | 2,40% | 0,45 CHF | 0,46 CHF | 83 915 | 50 000 | 83 511 | 50 000 | 41 240 CHF | 25 299 CHF | 99,15% | 99,15% |
10/07/2024 | 2,63% | 0,59 CHF | 0,60 CHF | 82 353 | 50 000 | 82 357 | 50 000 | 47 761 CHF | 29 771 CHF | 60,73% | 60,73% |
09/07/2024 | 2,21% | 0,63 CHF | 0,64 CHF | 81 646 | 50 000 | 80 600 | 50 000 | 50 678 CHF | 32 145 CHF | 13,92% | 13,92% |
08/07/2024 | 2,20% | 0,60 CHF | 0,61 CHF | 81 956 | 50 000 | 81 480 | 50 000 | 49 908 CHF | 31 312 CHF | 95,44% | 95,44% |
05/07/2024 | 2,48% | 0,57 CHF | 0,59 CHF | 82 451 | 50 000 | 82 455 | 50 000 | 47 452 CHF | 29 500 CHF | 99,62% | 99,62% |
04/07/2024 | 1,87% | 0,60 CHF | 0,61 CHF | 82 296 | 50 000 | 82 392 | 50 000 | 49 120 CHF | 30 372 CHF | 100,00% | 100,00% |
03/07/2024 | 2,25% | 0,55 CHF | 0,56 CHF | 83 157 | 50 000 | 84 044 | 50 000 | 42 085 CHF | 25 613 CHF | 99,73% | 99,73% |