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 | 1,63% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 819 CHF | 59 785 CHF | 100,00% | 100,00% |
15/07/2024 | 1,57% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 339 CHF | 62 311 CHF | 99,72% | 99,72% |
12/07/2024 | 1,52% | 0,82 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 595 CHF | 61 523 CHF | 98,15% | 98,15% |
11/07/2024 | 1,43% | 0,86 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 455 CHF | 63 355 CHF | 98,93% | 98,93% |
10/07/2024 | 1,98% | 0,72 CHF | 0,74 CHF | 100 000 | 100 000 | 94 141 | 94 141 | 65 944 CHF | 67 189 CHF | 100,00% | 100,00% |
09/07/2024 | 1,67% | 0,71 CHF | 0,73 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 70 617 CHF | 71 808 CHF | 100,00% | 100,00% |
08/07/2024 | 1,67% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 017 CHF | 58 992 CHF | 99,99% | 99,99% |
05/07/2024 | 1,49% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 735 CHF | 63 673 CHF | 98,98% | 98,98% |
04/07/2024 | 1,58% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 827 CHF | 62 813 CHF | 100,00% | 100,00% |
03/07/2024 | 1,53% | 0,83 CHF | 0,84 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 80 141 CHF | 81 379 CHF | 100,00% | 100,00% |