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 | 1,25% | 0,80 CHF | 0,81 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 55 611 CHF | 20 111 CHF | 100,00% | 100,00% |
15/07/2024 | 1,19% | 0,81 CHF | 0,82 CHF | 70 000 | 25 000 | 64 434 | 25 000 | 53 704 CHF | 21 113 CHF | 97,10% | 97,10% |
12/07/2024 | 1,19% | 0,85 CHF | 0,86 CHF | 60 000 | 25 000 | 65 087 | 25 000 | 54 399 CHF | 21 169 CHF | 99,01% | 99,01% |
11/07/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 52 241 CHF | 22 017 CHF | 99,09% | 99,09% |
10/07/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 51 052 CHF | 21 522 CHF | 100,00% | 100,00% |
09/07/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 51 922 CHF | 21 884 CHF | 100,00% | 100,00% |
08/07/2024 | 1,10% | 0,88 CHF | 0,89 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 54 070 CHF | 22 779 CHF | 100,00% | 100,00% |
05/07/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 55 111 CHF | 23 213 CHF | 61,81% | 61,81% |
04/07/2024 | 1,91% | 0,87 CHF | 0,88 CHF | 60 000 | 25 000 | 16 033 | 13 430 | 13 891 CHF | 11 843 CHF | 100,00% | 100,00% |
03/07/2024 | 1,93% | 0,89 CHF | 0,91 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 11 144 CHF | 11 361 CHF | 99,73% | 99,73% |