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 | 1,78% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 766 CHF | 56 766 CHF | 100,00% | 100,00% |
15/07/2024 | 1,70% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 366 CHF | 59 366 CHF | 98,22% | 98,22% |
12/07/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 380 CHF | 61 380 CHF | 99,01% | 99,01% |
11/07/2024 | 1,74% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 999 CHF | 57 999 CHF | 99,08% | 99,08% |
10/07/2024 | 1,95% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 101 593 | 100 000 | 51 556 CHF | 51 797 CHF | 100,00% | 100,00% |
09/07/2024 | 2,17% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 113 894 | 100 000 | 51 945 CHF | 46 647 CHF | 100,00% | 100,00% |
08/07/2024 | 1,95% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 100 573 | 100 000 | 50 947 CHF | 51 667 CHF | 100,00% | 100,00% |
05/07/2024 | 1,85% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 444 CHF | 54 444 CHF | 98,98% | 98,98% |
04/07/2024 | 1,86% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 228 CHF | 54 228 CHF | 99,49% | 99,49% |
03/07/2024 | 1,98% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 103 415 | 100 000 | 51 706 CHF | 51 046 CHF | 100,00% | 100,00% |