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 | 1,61% | 0,64 CHF | 0,65 CHF | 80 000 | 25 000 | 87 729 | 25 000 | 54 073 CHF | 15 669 CHF | 100,00% | 100,00% |
15/07/2024 | 1,56% | 0,62 CHF | 0,63 CHF | 90 000 | 25 000 | 82 201 | 25 000 | 52 272 CHF | 16 159 CHF | 99,72% | 99,72% |
12/07/2024 | 1,56% | 0,66 CHF | 0,67 CHF | 80 000 | 25 000 | 81 507 | 25 000 | 51 912 CHF | 16 181 CHF | 99,01% | 99,01% |
11/07/2024 | 1,62% | 0,64 CHF | 0,65 CHF | 80 000 | 25 000 | 87 938 | 25 000 | 53 827 CHF | 15 566 CHF | 99,09% | 99,09% |
10/07/2024 | 1,71% | 0,60 CHF | 0,61 CHF | 90 000 | 25 000 | 90 000 | 25 000 | 52 097 CHF | 14 721 CHF | 100,00% | 100,00% |
09/07/2024 | 1,64% | 0,56 CHF | 0,57 CHF | 90 000 | 25 000 | 87 656 | 25 000 | 53 049 CHF | 15 399 CHF | 100,00% | 100,00% |
08/07/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 90 000 | 25 000 | 87 228 | 25 000 | 53 762 CHF | 15 669 CHF | 100,00% | 100,00% |
05/07/2024 | 1,57% | 0,62 CHF | 0,63 CHF | 90 000 | 25 000 | 81 461 | 25 000 | 51 472 CHF | 16 052 CHF | 98,98% | 98,98% |
04/07/2024 | 1,56% | 0,62 CHF | 0,63 CHF | 90 000 | 25 000 | 81 759 | 25 000 | 51 861 CHF | 16 116 CHF | 100,00% | 100,00% |
03/07/2024 | 1,62% | 0,63 CHF | 0,64 CHF | 80 000 | 25 000 | 89 577 | 25 000 | 54 884 CHF | 15 570 CHF | 100,00% | 100,00% |