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 | 1,82% | 0,54 CHF | 0,55 CHF | 120 000 | 120 000 | 53 270 | 53 270 | 29 907 CHF | 30 446 CHF | 99,89% | 99,89% |
15/07/2024 | 1,79% | 0,58 CHF | 0,59 CHF | 120 000 | 120 000 | 53 526 | 53 526 | 30 561 CHF | 31 098 CHF | 100,00% | 100,00% |
12/07/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 110 000 | 110 000 | 51 392 | 51 392 | 29 505 CHF | 30 022 CHF | 100,00% | 100,00% |
11/07/2024 | 1,57% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 47 068 | 47 068 | 30 523 CHF | 30 996 CHF | 100,00% | 100,00% |
10/07/2024 | 1,59% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 46 865 | 46 865 | 30 184 CHF | 30 654 CHF | 100,00% | 100,00% |
09/07/2024 | 1,66% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 47 718 | 47 718 | 29 696 CHF | 30 176 CHF | 100,00% | 100,00% |
08/07/2024 | 1,75% | 0,58 CHF | 0,59 CHF | 110 000 | 110 000 | 51 347 | 51 347 | 29 963 CHF | 30 479 CHF | 100,00% | 100,00% |
05/07/2024 | 2,01% | 0,56 CHF | 0,57 CHF | 120 000 | 120 000 | 52 431 | 52 431 | 27 714 CHF | 28 245 CHF | 99,89% | 99,89% |
04/07/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 50 000 | 50 000 | 39 248 | 39 248 | 21 165 CHF | 21 559 CHF | 100,00% | 100,00% |
03/07/2024 | 1,78% | 0,54 CHF | 0,55 CHF | 110 000 | 110 000 | 51 101 | 51 101 | 29 103 CHF | 29 616 CHF | 100,00% | 100,00% |