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 | 0,65% | 1,50 CHF | 1,51 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 61 440 CHF | 30 920 CHF | 100,00% | 100,00% |
15/07/2024 | 0,73% | 1,44 CHF | 1,45 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 54 645 CHF | 27 523 CHF | 97,09% | 97,09% |
12/07/2024 | 0,74% | 1,40 CHF | 1,41 CHF | 40 000 | 10 000 | 40 012 | 10 000 | 53 755 CHF | 13 535 CHF | 99,01% | 99,01% |
11/07/2024 | 0,75% | 1,26 CHF | 1,27 CHF | 40 000 | 20 000 | 41 332 | 20 000 | 54 667 CHF | 26 713 CHF | 99,08% | 99,08% |
10/07/2024 | 0,72% | 1,42 CHF | 1,43 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 55 572 CHF | 27 986 CHF | 100,00% | 100,00% |
09/07/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 53 209 CHF | 26 805 CHF | 100,00% | 100,00% |
08/07/2024 | 0,77% | 1,36 CHF | 1,37 CHF | 40 000 | 10 000 | 40 759 | 10 000 | 52 451 CHF | 12 978 CHF | 99,97% | 99,97% |
05/07/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 40 000 | 20 000 | 42 217 | 20 000 | 53 275 CHF | 25 464 CHF | 98,86% | 98,86% |
04/07/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 54 740 CHF | 27 570 CHF | 100,00% | 100,00% |
03/07/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 60 212 CHF | 30 306 CHF | 82,74% | 82,74% |