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 | 1,40% | 0,72 CHF | 0,73 CHF | 70 000 | 25 000 | 77 565 | 25 000 | 55 109 CHF | 18 021 CHF | 100,00% | 100,00% |
15/07/2024 | 1,33% | 0,73 CHF | 0,74 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 52 453 CHF | 18 983 CHF | 97,10% | 97,10% |
12/07/2024 | 1,32% | 0,77 CHF | 0,78 CHF | 70 000 | 25 000 | 70 022 | 25 000 | 52 714 CHF | 19 071 CHF | 99,01% | 99,01% |
11/07/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 54 972 CHF | 19 883 CHF | 99,09% | 99,09% |
10/07/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 53 660 CHF | 19 414 CHF | 100,00% | 100,00% |
09/07/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 54 629 CHF | 19 761 CHF | 100,00% | 100,00% |
08/07/2024 | 1,22% | 0,80 CHF | 0,81 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 57 232 CHF | 20 690 CHF | 100,00% | 100,00% |
05/07/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 60 000 | 25 000 | 64 460 | 25 000 | 53 730 CHF | 21 102 CHF | 61,81% | 61,81% |
04/07/2024 | 1,96% | 0,79 CHF | 0,80 CHF | 70 000 | 25 000 | 16 777 | 13 430 | 13 109 CHF | 10 699 CHF | 100,00% | 100,00% |
03/07/2024 | 1,94% | 0,81 CHF | 0,82 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 10 108 CHF | 10 306 CHF | 99,73% | 99,73% |