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 | 1,25% | 0,96 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 769 CHF | 47 057 CHF | 100,00% | 100,00% |
15/07/2024 | 1,13% | 0,92 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 420 CHF | 47 550 CHF | 99,71% | 99,71% |
12/07/2024 | 1,15% | 0,92 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 734 CHF | 45 295 CHF | 99,01% | 99,01% |
11/07/2024 | 1,21% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 63 107 | 50 000 | 51 908 CHF | 41 675 CHF | 95,63% | 95,63% |
10/07/2024 | 1,33% | 0,80 CHF | 0,81 CHF | 64 730 | 50 000 | 64 809 | 50 000 | 50 898 CHF | 39 797 CHF | 100,00% | 100,00% |
09/07/2024 | 1,19% | 0,78 CHF | 0,79 CHF | 64 870 | 50 000 | 61 781 | 50 000 | 52 843 CHF | 43 369 CHF | 100,00% | 100,00% |
08/07/2024 | 1,35% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 60 040 | 50 000 | 51 646 CHF | 43 597 CHF | 64,51% | 64,51% |
05/07/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 60 329 | 50 000 | 53 057 CHF | 44 489 CHF | 91,24% | 91,24% |
04/07/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 64 511 | 50 000 | 64 752 | 50 000 | 51 923 CHF | 40 595 CHF | 92,03% | 92,03% |
03/07/2024 | 1,39% | 0,74 CHF | 0,75 CHF | 65 821 | 50 000 | 66 315 | 50 000 | 47 395 CHF | 36 238 CHF | 99,82% | 99,82% |