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 | 4,25% | 0,68 CHF | 0,71 CHF | 80 000 | 50 000 | 80 667 | 50 000 | 51 734 CHF | 33 467 CHF | 100,00% | 100,00% |
15/07/2024 | 4,21% | 0,64 CHF | 0,66 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 386 CHF | 35 452 CHF | 99,72% | 99,72% |
12/07/2024 | 5,52% | 0,69 CHF | 0,73 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 16 992 CHF | 17 956 CHF | 99,01% | 99,01% |
11/07/2024 | 5,48% | 0,70 CHF | 0,74 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 17 274 CHF | 18 247 CHF | 99,09% | 99,09% |
10/07/2024 | 5,72% | 0,65 CHF | 0,69 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 16 067 CHF | 17 012 CHF | 99,81% | 99,81% |
09/07/2024 | 5,46% | 0,67 CHF | 0,71 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 17 174 CHF | 18 138 CHF | 100,00% | 100,00% |
08/07/2024 | 3,76% | 0,69 CHF | 0,72 CHF | 80 000 | 50 000 | 72 900 | 50 000 | 52 741 CHF | 37 600 CHF | 100,00% | 100,00% |
05/07/2024 | 3,96% | 0,73 CHF | 0,76 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 50 853 CHF | 37 791 CHF | 98,86% | 98,86% |
04/07/2024 | 3,64% | 0,73 CHF | 0,76 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 51 487 CHF | 38 139 CHF | 100,00% | 100,00% |
03/07/2024 | 4,65% | 0,75 CHF | 0,77 CHF | 70 000 | 50 000 | 41 243 | 33 561 | 29 951 CHF | 25 482 CHF | 99,81% | 99,81% |