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 | 2,59% | 0,25 CHF | 0,27 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 7 709 CHF | 7 908 CHF | 98,25% | 99,96% |
15/07/2024 | 1,65% | 0,45 CHF | 0,46 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 12 174 CHF | 12 373 CHF | 99,69% | 99,69% |
12/07/2024 | 1,41% | 0,64 CHF | 0,65 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 14 077 CHF | 14 276 CHF | 100,00% | 100,00% |
11/07/2024 | 1,24% | 0,58 CHF | 0,59 CHF | 20 000 | 20 000 | 19 820 | 19 820 | 16 401 CHF | 16 600 CHF | 99,86% | 99,86% |
10/07/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 19 057 CHF | 19 255 CHF | 99,90% | 99,90% |
09/07/2024 | 0,92% | 1,17 CHF | 1,18 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 21 617 CHF | 21 815 CHF | 99,97% | 99,97% |
08/07/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 19 206 CHF | 19 404 CHF | 100,00% | 100,00% |
05/07/2024 | 0,99% | 0,90 CHF | 0,91 CHF | 20 000 | 20 000 | 19 828 | 19 828 | 20 190 CHF | 20 389 CHF | 99,68% | 99,68% |
04/07/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 22 211 CHF | 22 409 CHF | 100,00% | 100,00% |
03/07/2024 | 0,84% | 1,08 CHF | 1,09 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 23 872 CHF | 24 071 CHF | 100,00% | 100,00% |