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 | 1,54% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 51 458 CHF | 48 992 CHF | 100,00% | 100,00% |
15/07/2024 | 1,47% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 54 030 CHF | 51 403 CHF | 98,72% | 98,72% |
12/07/2024 | 1,50% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 136 CHF | 50 565 CHF | 99,38% | 99,38% |
11/07/2024 | 1,56% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 83 792 | 75 000 | 53 238 CHF | 48 456 CHF | 99,15% | 99,15% |
10/07/2024 | 1,66% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 793 CHF | 45 578 CHF | 100,00% | 100,00% |
09/07/2024 | 1,61% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 85 817 | 75 000 | 52 884 CHF | 47 027 CHF | 100,00% | 100,00% |
08/07/2024 | 1,60% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 86 872 | 75 000 | 53 903 CHF | 47 330 CHF | 96,30% | 96,30% |
05/07/2024 | 1,47% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 963 CHF | 51 340 CHF | 99,62% | 99,62% |
04/07/2024 | 1,51% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 52 514 CHF | 49 982 CHF | 100,00% | 100,00% |
03/07/2024 | 1,59% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 84 256 | 75 000 | 52 400 CHF | 47 433 CHF | 99,73% | 99,73% |