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 | 4,06% | 0,57 CHF | 0,59 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 13 331 CHF | 13 883 CHF | 100,00% | 100,00% |
15/07/2024 | 1,79% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 51 848 CHF | 29 324 CHF | 99,72% | 99,72% |
12/07/2024 | 1,90% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 92 530 | 50 000 | 51 696 CHF | 28 485 CHF | 99,01% | 99,01% |
11/07/2024 | 1,92% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 99 877 | 50 000 | 53 391 CHF | 27 247 CHF | 99,08% | 99,08% |
10/07/2024 | 2,11% | 0,55 CHF | 0,57 CHF | 100 000 | 50 000 | 99 044 | 50 000 | 53 427 CHF | 27 555 CHF | 100,00% | 100,00% |
09/07/2024 | 1,98% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 97 315 | 50 000 | 53 435 CHF | 28 026 CHF | 100,00% | 100,00% |
08/07/2024 | 1,85% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 91 382 | 50 000 | 51 559 CHF | 28 749 CHF | 100,00% | 100,00% |
05/07/2024 | 1,84% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 90 737 | 50 000 | 52 490 CHF | 29 475 CHF | 98,86% | 98,86% |
04/07/2024 | 1,84% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 950 CHF | 27 475 CHF | 100,00% | 100,00% |
03/07/2024 | 2,48% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 103 649 | 50 000 | 51 380 CHF | 25 422 CHF | 99,82% | 99,82% |