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 | 2,27% | 0,82 CHF | 0,84 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 887 CHF | 40 107 CHF | 100,00% | 100,00% |
15/07/2024 | 2,24% | 0,78 CHF | 0,80 CHF | 70 000 | 50 000 | 68 370 | 50 000 | 56 017 CHF | 41 918 CHF | 99,72% | 99,72% |
12/07/2024 | 3,44% | 0,83 CHF | 0,86 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 20 454 CHF | 21 169 CHF | 99,01% | 99,01% |
11/07/2024 | 3,38% | 0,83 CHF | 0,86 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 20 719 CHF | 21 430 CHF | 97,88% | 97,88% |
10/07/2024 | 3,61% | 0,79 CHF | 0,82 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 19 649 CHF | 20 370 CHF | 99,81% | 99,81% |
09/07/2024 | 3,39% | 0,81 CHF | 0,84 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 20 633 CHF | 21 344 CHF | 100,00% | 100,00% |
08/07/2024 | 2,06% | 0,83 CHF | 0,85 CHF | 70 000 | 50 000 | 60 329 | 50 000 | 51 806 CHF | 43 835 CHF | 100,00% | 100,00% |
05/07/2024 | 1,99% | 0,86 CHF | 0,88 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 51 868 CHF | 44 092 CHF | 98,45% | 98,45% |
04/07/2024 | 2,04% | 0,87 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 466 CHF | 44 622 CHF | 100,00% | 100,00% |
03/07/2024 | 2,72% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 36 985 | 33 561 | 32 102 CHF | 29 884 CHF | 99,81% | 99,81% |