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 | 1,49% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 69 990 | 50 000 | 56 669 CHF | 41 090 CHF | 100,00% | 100,00% |
15/07/2024 | 1,59% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 919 CHF | 41 309 CHF | 99,73% | 99,73% |
12/07/2024 | 1,61% | 0,81 CHF | 0,83 CHF | 70 000 | 50 000 | 69 256 | 50 000 | 56 203 CHF | 41 250 CHF | 99,01% | 99,01% |
11/07/2024 | 1,55% | 0,82 CHF | 0,84 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 972 CHF | 40 608 CHF | 99,08% | 99,08% |
10/07/2024 | 1,69% | 0,80 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 580 CHF | 39 651 CHF | 100,00% | 100,00% |
09/07/2024 | 1,51% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 894 CHF | 40 530 CHF | 100,00% | 100,00% |
08/07/2024 | 1,52% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 692 CHF | 38 938 CHF | 100,00% | 100,00% |
05/07/2024 | 1,59% | 0,76 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 112 CHF | 38 544 CHF | 98,86% | 98,86% |
04/07/2024 | 1,42% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 70 084 | 50 000 | 51 576 CHF | 37 322 CHF | 100,00% | 100,00% |
03/07/2024 | 1,68% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 270 CHF | 34 495 CHF | 99,82% | 99,82% |