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 | 2,13% | 0,92 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 318 CHF | 44 539 CHF | 100,00% | 100,00% |
15/07/2024 | 1,96% | 0,87 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 881 CHF | 46 637 CHF | 99,72% | 99,72% |
12/07/2024 | 3,11% | 0,93 CHF | 0,96 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 22 856 CHF | 23 578 CHF | 99,01% | 99,01% |
11/07/2024 | 2,83% | 0,93 CHF | 0,96 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 23 149 CHF | 23 815 CHF | 99,04% | 99,04% |
10/07/2024 | 3,16% | 0,88 CHF | 0,91 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 21 809 CHF | 22 509 CHF | 99,81% | 99,81% |
09/07/2024 | 2,93% | 0,90 CHF | 0,93 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 22 994 CHF | 23 678 CHF | 100,00% | 100,00% |
08/07/2024 | 2,00% | 0,92 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 570 CHF | 48 945 CHF | 100,00% | 100,00% |
05/07/2024 | 1,96% | 0,97 CHF | 0,99 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 609 CHF | 48 958 CHF | 98,86% | 98,86% |
04/07/2024 | 2,01% | 0,97 CHF | 0,99 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 58 166 CHF | 49 454 CHF | 100,00% | 100,00% |
03/07/2024 | 2,39% | 0,98 CHF | 1,00 CHF | 60 000 | 50 000 | 36 985 | 33 561 | 35 465 CHF | 32 906 CHF | 99,81% | 99,81% |