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 | 3,38% | 0,74 CHF | 0,77 CHF | 70 000 | 50 000 | 78 231 | 50 000 | 54 641 CHF | 36 167 CHF | 100,00% | 100,00% |
15/07/2024 | 3,63% | 0,69 CHF | 0,72 CHF | 80 000 | 50 000 | 72 016 | 50 000 | 52 865 CHF | 38 116 CHF | 99,73% | 99,73% |
12/07/2024 | 5,14% | 0,75 CHF | 0,78 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 18 364 CHF | 19 333 CHF | 99,01% | 99,01% |
11/07/2024 | 4,98% | 0,75 CHF | 0,79 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 18 623 CHF | 19 573 CHF | 98,75% | 98,75% |
10/07/2024 | 4,67% | 0,71 CHF | 0,75 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 17 497 CHF | 18 336 CHF | 99,81% | 99,81% |
09/07/2024 | 5,01% | 0,72 CHF | 0,76 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 18 589 CHF | 19 543 CHF | 100,00% | 100,00% |
08/07/2024 | 3,51% | 0,75 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 515 CHF | 40 331 CHF | 100,00% | 100,00% |
05/07/2024 | 3,65% | 0,78 CHF | 0,81 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 474 CHF | 40 357 CHF | 98,72% | 98,72% |
04/07/2024 | 3,59% | 0,79 CHF | 0,81 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 221 CHF | 40 883 CHF | 100,00% | 100,00% |
03/07/2024 | 4,33% | 0,80 CHF | 0,83 CHF | 70 000 | 50 000 | 40 410 | 33 561 | 31 551 CHF | 27 321 CHF | 99,81% | 99,81% |