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 | 1,38% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 990 | 75 000 | 54 800 CHF | 54 847 CHF | 100,00% | 100,00% |
15/07/2024 | 1,32% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 255 CHF | 57 005 CHF | 98,72% | 98,72% |
12/07/2024 | 1,34% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 314 | 75 000 | 55 823 CHF | 56 349 CHF | 99,38% | 99,38% |
11/07/2024 | 1,40% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 78 299 | 75 000 | 55 676 CHF | 54 118 CHF | 99,16% | 99,16% |
10/07/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 933 CHF | 51 312 CHF | 100,00% | 100,00% |
09/07/2024 | 1,44% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 79 807 | 75 000 | 55 237 CHF | 52 665 CHF | 100,00% | 100,00% |
08/07/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 79 361 | 75 000 | 55 220 CHF | 52 950 CHF | 100,00% | 100,00% |
05/07/2024 | 1,33% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 045 | 75 000 | 56 175 CHF | 56 893 CHF | 99,62% | 99,62% |
04/07/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 54 930 CHF | 55 680 CHF | 100,00% | 100,00% |
03/07/2024 | 1,42% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 55 815 CHF | 53 077 CHF | 99,73% | 99,73% |