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 | 1,80% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 98 237 | 75 000 | 54 051 CHF | 42 028 CHF | 100,00% | 100,00% |
15/07/2024 | 1,82% | 0,54 CHF | 0,56 CHF | 100 000 | 75 000 | 90 797 | 75 000 | 52 457 CHF | 44 149 CHF | 98,73% | 98,73% |
12/07/2024 | 1,76% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 91 995 | 75 000 | 51 756 CHF | 42 968 CHF | 98,60% | 98,60% |
11/07/2024 | 1,81% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 98 960 | 75 000 | 54 026 CHF | 41 706 CHF | 99,13% | 99,13% |
10/07/2024 | 1,86% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 53 287 CHF | 40 715 CHF | 99,38% | 99,38% |
09/07/2024 | 1,95% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 102 200 | 75 000 | 51 912 CHF | 38 876 CHF | 100,00% | 100,00% |
08/07/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 52 758 CHF | 40 318 CHF | 89,87% | 89,87% |
05/07/2024 | 1,81% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 97 368 | 75 000 | 53 207 CHF | 41 767 CHF | 99,62% | 99,62% |
04/07/2024 | 1,91% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 99 466 | 75 000 | 53 913 CHF | 41 442 CHF | 100,00% | 100,00% |
03/07/2024 | 1,90% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 100 174 | 75 000 | 52 277 CHF | 39 906 CHF | 99,71% | 99,71% |