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 | 4,15% | 0,47 CHF | 0,49 CHF | 71 881 | 20 000 | 75 412 | 20 000 | 32 274 CHF | 8 928 CHF | 100,00% | 100,00% |
15/07/2024 | 4,17% | 0,42 CHF | 0,43 CHF | 76 370 | 20 000 | 74 228 | 20 000 | 32 844 CHF | 9 230 CHF | 99,72% | 99,72% |
12/07/2024 | 4,00% | 0,48 CHF | 0,50 CHF | 71 904 | 20 000 | 74 933 | 20 000 | 33 233 CHF | 9 239 CHF | 99,01% | 99,01% |
11/07/2024 | 4,38% | 0,44 CHF | 0,46 CHF | 74 962 | 20 000 | 78 638 | 20 000 | 32 148 CHF | 8 551 CHF | 99,00% | 99,00% |
10/07/2024 | 4,70% | 0,38 CHF | 0,40 CHF | 81 329 | 20 000 | 81 325 | 20 000 | 31 416 CHF | 8 099 CHF | 100,00% | 100,00% |
09/07/2024 | 4,96% | 0,37 CHF | 0,38 CHF | 84 075 | 20 000 | 83 988 | 20 000 | 31 012 CHF | 7 763 CHF | 100,00% | 100,00% |
08/07/2024 | 5,18% | 0,36 CHF | 0,38 CHF | 84 901 | 20 000 | 87 481 | 20 000 | 30 338 CHF | 7 310 CHF | 100,00% | 100,00% |
05/07/2024 | 4,96% | 0,32 CHF | 0,34 CHF | 92 016 | 20 000 | 86 934 | 20 000 | 30 902 CHF | 7 481 CHF | 98,98% | 98,98% |
04/07/2024 | 5,17% | 0,35 CHF | 0,36 CHF | 88 484 | 20 000 | 90 177 | 20 000 | 30 424 CHF | 7 108 CHF | 100,00% | 100,00% |
03/07/2024 | 5,05% | 0,32 CHF | 0,33 CHF | 94 283 | 20 000 | 93 960 | 20 000 | 30 149 CHF | 6 751 CHF | 98,25% | 98,25% |