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 | 1,50% | 0,68 CHF | 0,69 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 52 899 CHF | 16 781 CHF | 100,00% | 100,00% |
15/07/2024 | 1,46% | 0,67 CHF | 0,68 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 54 484 CHF | 17 276 CHF | 99,69% | 99,69% |
12/07/2024 | 1,46% | 0,70 CHF | 0,71 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 54 319 CHF | 17 225 CHF | 99,01% | 99,01% |
11/07/2024 | 1,51% | 0,68 CHF | 0,69 CHF | 80 000 | 25 000 | 80 393 | 25 000 | 52 777 CHF | 16 667 CHF | 99,09% | 99,09% |
10/07/2024 | 1,59% | 0,64 CHF | 0,65 CHF | 80 000 | 25 000 | 85 521 | 25 000 | 53 405 CHF | 15 869 CHF | 100,00% | 100,00% |
09/07/2024 | 1,53% | 0,61 CHF | 0,62 CHF | 90 000 | 25 000 | 81 729 | 25 000 | 53 044 CHF | 16 495 CHF | 100,00% | 100,00% |
08/07/2024 | 1,51% | 0,65 CHF | 0,66 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 52 683 CHF | 16 714 CHF | 100,00% | 100,00% |
05/07/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 53 963 CHF | 17 113 CHF | 98,98% | 98,98% |
04/07/2024 | 1,46% | 0,66 CHF | 0,67 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 54 291 CHF | 17 216 CHF | 100,00% | 100,00% |
03/07/2024 | 1,51% | 0,67 CHF | 0,68 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 52 527 CHF | 16 665 CHF | 100,00% | 100,00% |