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 | 2,05% | 0,69 CHF | 0,71 CHF | 80 000 | 50 000 | 79 759 | 50 000 | 55 427 CHF | 35 470 CHF | 100,00% | 100,00% |
15/07/2024 | 1,70% | 0,74 CHF | 0,76 CHF | 70 000 | 50 000 | 69 587 | 50 000 | 55 655 CHF | 40 685 CHF | 97,10% | 97,10% |
12/07/2024 | 1,74% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 077 CHF | 39 304 CHF | 99,01% | 99,01% |
11/07/2024 | 1,76% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 69 917 | 50 000 | 53 847 CHF | 39 194 CHF | 99,00% | 99,00% |
10/07/2024 | 1,92% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 77 452 | 50 000 | 54 599 CHF | 35 957 CHF | 100,00% | 100,00% |
09/07/2024 | 1,84% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 73 335 | 50 000 | 53 231 CHF | 37 018 CHF | 100,00% | 100,00% |
08/07/2024 | 1,61% | 0,75 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 385 CHF | 39 476 CHF | 100,00% | 100,00% |
05/07/2024 | 1,76% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 885 CHF | 39 899 CHF | 98,87% | 98,87% |
04/07/2024 | 1,60% | 0,90 CHF | 0,92 CHF | 60 000 | 50 000 | 60 317 | 50 000 | 53 450 CHF | 45 035 CHF | 100,00% | 100,00% |
03/07/2024 | 1,67% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 63 955 | 50 000 | 53 613 CHF | 42 668 CHF | 99,73% | 99,73% |