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 | 1,19% | 0,86 CHF | 0,87 CHF | 60 000 | 25 000 | 64 485 | 25 000 | 53 931 CHF | 21 176 CHF | 100,00% | 100,00% |
15/07/2024 | 1,16% | 0,84 CHF | 0,85 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 51 412 CHF | 21 672 CHF | 99,70% | 99,70% |
12/07/2024 | 1,16% | 0,88 CHF | 0,89 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 51 470 CHF | 21 696 CHF | 99,01% | 99,01% |
11/07/2024 | 1,19% | 0,86 CHF | 0,87 CHF | 60 000 | 25 000 | 66 809 | 25 000 | 55 581 CHF | 21 070 CHF | 99,09% | 99,09% |
10/07/2024 | 1,24% | 0,82 CHF | 0,83 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 55 957 CHF | 20 235 CHF | 100,00% | 100,00% |
09/07/2024 | 1,20% | 0,78 CHF | 0,79 CHF | 70 000 | 25 000 | 65 706 | 25 000 | 54 199 CHF | 20 908 CHF | 100,00% | 100,00% |
08/07/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 70 000 | 25 000 | 65 408 | 25 000 | 54 717 CHF | 21 181 CHF | 100,00% | 100,00% |
05/07/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 51 132 CHF | 21 555 CHF | 98,98% | 98,98% |
04/07/2024 | 1,16% | 0,84 CHF | 0,85 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 51 339 CHF | 21 641 CHF | 100,00% | 100,00% |
03/07/2024 | 1,19% | 0,85 CHF | 0,86 CHF | 60 000 | 25 000 | 66 302 | 25 000 | 55 231 CHF | 21 087 CHF | 100,00% | 100,00% |