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 | 2,46% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 76 063 | 50 000 | 54 693 CHF | 36 899 CHF | 100,00% | 100,00% |
15/07/2024 | 2,30% | 0,71 CHF | 0,73 CHF | 80 000 | 50 000 | 71 054 | 50 000 | 54 020 CHF | 38 934 CHF | 91,88% | 91,88% |
12/07/2024 | 3,60% | 0,78 CHF | 0,80 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 19 052 CHF | 19 750 CHF | 99,01% | 99,01% |
11/07/2024 | 3,60% | 0,78 CHF | 0,81 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 19 311 CHF | 20 019 CHF | 99,09% | 99,09% |
10/07/2024 | 3,90% | 0,73 CHF | 0,76 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 18 003 CHF | 18 719 CHF | 99,81% | 99,81% |
09/07/2024 | 3,69% | 0,75 CHF | 0,78 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 19 165 CHF | 19 885 CHF | 100,00% | 100,00% |
08/07/2024 | 2,28% | 0,77 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 598 CHF | 41 361 CHF | 100,00% | 100,00% |
05/07/2024 | 2,29% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 603 CHF | 41 367 CHF | 98,86% | 98,86% |
04/07/2024 | 2,21% | 0,82 CHF | 0,84 CHF | 70 000 | 50 000 | 69 983 | 50 000 | 57 252 CHF | 41 818 CHF | 100,00% | 100,00% |
03/07/2024 | 3,03% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 40 410 | 33 561 | 32 533 CHF | 27 796 CHF | 99,81% | 99,81% |