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 | 1,88% | 0,96 CHF | 0,98 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 079 CHF | 46 772 CHF | 100,00% | 100,00% |
15/07/2024 | 1,96% | 0,91 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 565 CHF | 48 918 CHF | 99,72% | 99,72% |
12/07/2024 | 2,96% | 0,97 CHF | 1,00 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 23 991 CHF | 24 711 CHF | 99,01% | 99,01% |
11/07/2024 | 2,88% | 0,98 CHF | 1,01 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 24 269 CHF | 24 979 CHF | 99,09% | 99,09% |
10/07/2024 | 3,02% | 0,93 CHF | 0,95 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 22 969 CHF | 23 674 CHF | 99,81% | 99,81% |
09/07/2024 | 2,96% | 0,95 CHF | 0,98 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 24 129 CHF | 24 854 CHF | 100,00% | 100,00% |
08/07/2024 | 1,87% | 0,97 CHF | 0,99 CHF | 60 000 | 50 000 | 52 954 | 50 000 | 53 117 CHF | 51 158 CHF | 100,00% | 100,00% |
05/07/2024 | 1,94% | 1,01 CHF | 1,03 CHF | 50 000 | 50 000 | 50 264 | 50 000 | 50 557 CHF | 51 284 CHF | 98,86% | 98,86% |
04/07/2024 | 1,83% | 1,01 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 677 CHF | 51 613 CHF | 100,00% | 100,00% |
03/07/2024 | 2,49% | 1,02 CHF | 1,04 CHF | 50 000 | 50 000 | 35 046 | 33 561 | 35 136 CHF | 34 461 CHF | 99,81% | 99,81% |