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 | 0,86% | 2,08 CHF | 2,10 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 61 201 CHF | 15 432 CHF | 100,00% | 100,00% |
15/07/2024 | 0,77% | 2,07 CHF | 2,08 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 65 115 CHF | 16 405 CHF | 92,98% | 92,98% |
12/07/2024 | 0,77% | 2,21 CHF | 2,23 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 67 183 CHF | 16 926 CHF | 99,01% | 99,01% |
11/07/2024 | 0,76% | 2,18 CHF | 2,20 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 65 057 CHF | 16 389 CHF | 96,58% | 96,58% |
10/07/2024 | 0,84% | 2,00 CHF | 2,01 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 59 011 CHF | 14 877 CHF | 100,00% | 100,00% |
09/07/2024 | 0,83% | 2,00 CHF | 2,01 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 59 037 CHF | 14 882 CHF | 100,00% | 100,00% |
08/07/2024 | 0,86% | 1,96 CHF | 1,98 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 58 579 CHF | 14 772 CHF | 99,80% | 99,80% |
05/07/2024 | 0,89% | 1,94 CHF | 1,96 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 57 809 CHF | 14 581 CHF | 98,81% | 98,81% |
04/07/2024 | 0,85% | 1,90 CHF | 1,91 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 56 245 CHF | 14 181 CHF | 100,00% | 100,00% |
03/07/2024 | 0,91% | 1,74 CHF | 1,75 CHF | 30 000 | 7 500 | 30 085 | 7 500 | 52 296 CHF | 13 158 CHF | 99,73% | 99,73% |