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 | 1,35% | 0,76 CHF | 0,77 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 51 593 CHF | 18 676 CHF | 100,00% | 100,00% |
15/07/2024 | 1,31% | 0,74 CHF | 0,75 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 52 981 CHF | 19 172 CHF | 99,72% | 99,72% |
12/07/2024 | 1,31% | 0,78 CHF | 0,79 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 53 049 CHF | 19 196 CHF | 99,01% | 99,01% |
11/07/2024 | 1,36% | 0,76 CHF | 0,77 CHF | 70 000 | 25 000 | 70 629 | 25 000 | 51 738 CHF | 18 570 CHF | 99,09% | 99,09% |
10/07/2024 | 1,42% | 0,72 CHF | 0,73 CHF | 70 000 | 25 000 | 79 814 | 25 000 | 55 817 CHF | 17 735 CHF | 100,00% | 100,00% |
09/07/2024 | 1,37% | 0,68 CHF | 0,69 CHF | 80 000 | 25 000 | 73 541 | 25 000 | 53 313 CHF | 18 408 CHF | 100,00% | 100,00% |
08/07/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 51 606 CHF | 18 681 CHF | 100,00% | 100,00% |
05/07/2024 | 1,32% | 0,74 CHF | 0,75 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 52 654 CHF | 19 055 CHF | 98,98% | 98,98% |
04/07/2024 | 1,31% | 0,74 CHF | 0,75 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 52 895 CHF | 19 141 CHF | 100,00% | 100,00% |
03/07/2024 | 1,35% | 0,75 CHF | 0,76 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 51 342 CHF | 18 587 CHF | 100,00% | 100,00% |