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 | 0,48% | 2,05 CHF | 2,06 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 62 667 CHF | 41 978 CHF | 100,00% | 100,00% |
15/07/2024 | 0,52% | 1,99 CHF | 2,00 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 57 566 CHF | 38 577 CHF | 96,98% | 96,98% |
12/07/2024 | 0,53% | 1,95 CHF | 1,96 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 56 888 CHF | 19 063 CHF | 99,01% | 99,01% |
11/07/2024 | 0,53% | 1,81 CHF | 1,82 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 56 363 CHF | 37 775 CHF | 99,05% | 99,05% |
10/07/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 58 240 CHF | 39 027 CHF | 100,00% | 100,00% |
09/07/2024 | 0,53% | 1,93 CHF | 1,94 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 56 481 CHF | 37 854 CHF | 100,00% | 100,00% |
08/07/2024 | 0,54% | 1,91 CHF | 1,92 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 55 231 CHF | 18 510 CHF | 100,00% | 100,00% |
05/07/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 54 472 CHF | 36 515 CHF | 98,86% | 98,86% |
04/07/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 57 639 CHF | 38 626 CHF | 100,00% | 100,00% |
03/07/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 61 724 CHF | 41 350 CHF | 82,74% | 82,74% |