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 | 1,17% | 0,86 CHF | 0,87 CHF | 60 000 | 25 000 | 60 015 | 25 000 | 50 986 CHF | 21 489 CHF | 100,00% | 100,00% |
15/07/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 53 360 CHF | 22 483 CHF | 97,10% | 97,10% |
12/07/2024 | 1,12% | 0,91 CHF | 0,92 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 53 464 CHF | 22 527 CHF | 99,01% | 99,01% |
11/07/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 55 392 CHF | 23 330 CHF | 99,09% | 99,09% |
10/07/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 54 251 CHF | 22 855 CHF | 100,00% | 100,00% |
09/07/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 55 163 CHF | 23 235 CHF | 100,00% | 100,00% |
08/07/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 57 434 CHF | 24 181 CHF | 100,00% | 100,00% |
05/07/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 58 402 CHF | 24 584 CHF | 61,81% | 61,81% |
04/07/2024 | 1,84% | 0,93 CHF | 0,94 CHF | 60 000 | 25 000 | 16 033 | 13 430 | 14 743 CHF | 12 569 CHF | 100,00% | 100,00% |
03/07/2024 | 1,88% | 0,94 CHF | 0,96 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 11 826 CHF | 12 050 CHF | 99,73% | 99,73% |