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 | 1,29% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 59 718 | 50 000 | 58 704 CHF | 49 794 CHF | 99,99% | 99,99% |
15/07/2024 | 1,58% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 799 CHF | 44 698 CHF | 97,09% | 97,09% |
12/07/2024 | 1,40% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 667 CHF | 46 196 CHF | 99,01% | 99,01% |
11/07/2024 | 1,35% | 0,87 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 821 CHF | 46 307 CHF | 99,00% | 99,00% |
10/07/2024 | 1,36% | 0,96 CHF | 0,98 CHF | 60 000 | 50 000 | 59 095 | 50 000 | 57 840 CHF | 49 626 CHF | 100,00% | 100,00% |
09/07/2024 | 1,34% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 59 907 | 50 000 | 57 486 CHF | 48 630 CHF | 100,00% | 100,00% |
08/07/2024 | 1,43% | 0,93 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 629 CHF | 46 178 CHF | 100,00% | 100,00% |
05/07/2024 | 1,54% | 0,92 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 389 CHF | 46 025 CHF | 98,87% | 98,87% |
04/07/2024 | 1,70% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 69 181 | 50 000 | 55 589 CHF | 40 893 CHF | 100,00% | 100,00% |
03/07/2024 | 1,66% | 0,83 CHF | 0,85 CHF | 70 000 | 50 000 | 61 169 | 50 000 | 52 205 CHF | 43 413 CHF | 99,73% | 99,73% |