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 | 1,94% | 0,51 CHF | 0,52 CHF | 110 000 | 110 000 | 51 138 | 51 138 | 26 980 CHF | 27 496 CHF | 99,89% | 99,89% |
15/07/2024 | 1,92% | 0,54 CHF | 0,55 CHF | 110 000 | 110 000 | 51 396 | 51 396 | 27 420 CHF | 27 936 CHF | 100,00% | 100,00% |
12/07/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 110 000 | 110 000 | 51 392 | 51 392 | 27 596 CHF | 28 112 CHF | 100,00% | 100,00% |
11/07/2024 | 1,65% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 47 067 | 47 067 | 29 104 CHF | 29 576 CHF | 99,99% | 99,99% |
10/07/2024 | 1,68% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 46 208 | 46 208 | 28 255 CHF | 28 719 CHF | 100,00% | 100,00% |
09/07/2024 | 1,75% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 47 715 | 47 715 | 28 136 CHF | 28 616 CHF | 100,00% | 100,00% |
08/07/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 110 000 | 110 000 | 51 351 | 51 351 | 28 146 CHF | 28 663 CHF | 100,00% | 100,00% |
05/07/2024 | 2,15% | 0,52 CHF | 0,53 CHF | 120 000 | 120 000 | 53 221 | 53 221 | 26 116 CHF | 26 654 CHF | 99,89% | 99,89% |
04/07/2024 | 2,00% | 0,50 CHF | 0,51 CHF | 50 000 | 50 000 | 39 248 | 39 248 | 19 595 CHF | 19 989 CHF | 100,00% | 100,00% |
03/07/2024 | 1,90% | 0,50 CHF | 0,51 CHF | 110 000 | 110 000 | 51 342 | 51 342 | 27 345 CHF | 27 860 CHF | 100,00% | 100,00% |