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 | 1,41% | 0,72 CHF | 0,73 CHF | 70 000 | 25 000 | 79 043 | 25 000 | 55 542 CHF | 17 822 CHF | 100,00% | 100,00% |
15/07/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 80 000 | 25 000 | 73 340 | 25 000 | 52 925 CHF | 18 305 CHF | 99,69% | 99,69% |
12/07/2024 | 1,38% | 0,74 CHF | 0,75 CHF | 70 000 | 25 000 | 73 268 | 25 000 | 52 709 CHF | 18 250 CHF | 99,01% | 99,01% |
11/07/2024 | 1,42% | 0,73 CHF | 0,74 CHF | 70 000 | 25 000 | 78 170 | 25 000 | 54 529 CHF | 17 704 CHF | 99,09% | 99,09% |
10/07/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 53 189 CHF | 16 872 CHF | 100,00% | 100,00% |
09/07/2024 | 1,44% | 0,65 CHF | 0,66 CHF | 80 000 | 25 000 | 78 697 | 25 000 | 54 297 CHF | 17 513 CHF | 100,00% | 100,00% |
08/07/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 80 000 | 25 000 | 79 925 | 25 000 | 55 911 CHF | 17 739 CHF | 100,00% | 100,00% |
05/07/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 80 000 | 25 000 | 75 365 | 25 000 | 53 823 CHF | 18 115 CHF | 98,98% | 98,98% |
04/07/2024 | 1,38% | 0,70 CHF | 0,71 CHF | 80 000 | 25 000 | 71 961 | 25 000 | 51 702 CHF | 18 223 CHF | 100,00% | 100,00% |
03/07/2024 | 1,42% | 0,71 CHF | 0,72 CHF | 80 000 | 25 000 | 79 794 | 25 000 | 55 676 CHF | 17 695 CHF | 100,00% | 100,00% |