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 | 2,09% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 68 230 | 50 000 | 55 843 CHF | 41 840 CHF | 100,00% | 100,00% |
15/07/2024 | 2,14% | 0,81 CHF | 0,83 CHF | 70 000 | 50 000 | 61 855 | 50 000 | 53 145 CHF | 43 957 CHF | 99,43% | 99,43% |
12/07/2024 | 3,24% | 0,88 CHF | 0,90 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 21 518 CHF | 22 226 CHF | 99,01% | 99,01% |
11/07/2024 | 3,27% | 0,88 CHF | 0,91 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 21 784 CHF | 22 507 CHF | 99,09% | 99,09% |
10/07/2024 | 3,44% | 0,83 CHF | 0,86 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 20 488 CHF | 21 206 CHF | 99,81% | 99,81% |
09/07/2024 | 3,28% | 0,85 CHF | 0,88 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 21 651 CHF | 22 372 CHF | 100,00% | 100,00% |
08/07/2024 | 1,94% | 0,87 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 373 CHF | 46 199 CHF | 100,00% | 100,00% |
05/07/2024 | 2,07% | 0,91 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 416 CHF | 46 293 CHF | 98,86% | 98,86% |
04/07/2024 | 1,88% | 0,92 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 936 CHF | 46 647 CHF | 100,00% | 100,00% |
03/07/2024 | 2,73% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 36 985 | 33 561 | 33 440 CHF | 31 132 CHF | 99,81% | 99,81% |