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 | 3,13% | 0,89 CHF | 0,92 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 53 159 CHF | 22 854 CHF | 100,00% | 100,00% |
15/07/2024 | 3,21% | 0,86 CHF | 0,89 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 53 392 CHF | 22 972 CHF | 98,73% | 98,73% |
12/07/2024 | 2,77% | 0,88 CHF | 0,91 CHF | 60 000 | 25 000 | 61 603 | 25 000 | 52 374 CHF | 21 868 CHF | 99,38% | 99,38% |
11/07/2024 | 3,06% | 0,88 CHF | 0,91 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 51 723 CHF | 22 222 CHF | 99,15% | 99,15% |
10/07/2024 | 3,37% | 0,83 CHF | 0,86 CHF | 70 000 | 25 000 | 65 874 | 25 000 | 54 702 CHF | 21 486 CHF | 100,00% | 100,00% |
09/07/2024 | 2,94% | 0,82 CHF | 0,85 CHF | 70 000 | 25 000 | 60 629 | 25 000 | 51 779 CHF | 21 995 CHF | 100,00% | 100,00% |
08/07/2024 | 3,11% | 0,85 CHF | 0,88 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 52 494 CHF | 22 563 CHF | 100,00% | 100,00% |
05/07/2024 | 2,83% | 0,90 CHF | 0,93 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 54 501 CHF | 23 361 CHF | 99,62% | 99,62% |
04/07/2024 | 2,74% | 0,93 CHF | 0,96 CHF | 60 000 | 25 000 | 58 488 | 25 000 | 56 503 CHF | 24 867 CHF | 100,00% | 100,00% |
03/07/2024 | 2,84% | 0,99 CHF | 1,01 CHF | 60 000 | 25 000 | 59 710 | 25 000 | 56 276 CHF | 24 249 CHF | 96,53% | 96,53% |