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 | 3,26% | 0,38 CHF | 0,40 CHF | 83 632 | 50 000 | 84 253 | 50 000 | 35 673 CHF | 21 857 CHF | 100,00% | 100,00% |
15/07/2024 | 3,43% | 0,42 CHF | 0,43 CHF | 84 020 | 50 000 | 83 465 | 50 000 | 31 891 CHF | 19 762 CHF | 98,61% | 98,61% |
12/07/2024 | 2,65% | 0,43 CHF | 0,45 CHF | 84 220 | 50 000 | 84 263 | 50 000 | 36 240 CHF | 22 081 CHF | 99,38% | 99,38% |
11/07/2024 | 3,17% | 0,42 CHF | 0,43 CHF | 83 915 | 50 000 | 83 516 | 50 000 | 31 270 CHF | 19 309 CHF | 98,72% | 98,72% |
10/07/2024 | 5,52% | 0,28 CHF | 0,30 CHF | 82 391 | 50 000 | 82 126 | 50 000 | 22 614 CHF | 14 540 CHF | 100,00% | 100,00% |
09/07/2024 | 5,98% | 0,27 CHF | 0,28 CHF | 82 010 | 50 000 | 81 752 | 50 000 | 20 471 CHF | 13 288 CHF | 100,00% | 100,00% |
08/07/2024 | 6,00% | 0,27 CHF | 0,29 CHF | 81 983 | 50 000 | 81 634 | 50 000 | 20 888 CHF | 13 576 CHF | 100,00% | 100,00% |
05/07/2024 | 4,86% | 0,30 CHF | 0,31 CHF | 82 413 | 50 000 | 82 458 | 50 000 | 24 353 CHF | 15 500 CHF | 99,62% | 99,62% |
04/07/2024 | 4,61% | 0,28 CHF | 0,29 CHF | 82 343 | 50 000 | 82 384 | 50 000 | 23 017 CHF | 14 628 CHF | 100,00% | 100,00% |
03/07/2024 | 3,58% | 0,33 CHF | 0,34 CHF | 83 187 | 50 000 | 84 051 | 50 000 | 31 468 CHF | 19 387 CHF | 99,73% | 99,73% |