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 | 1,53% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 60 936 | 44 964 | 47 443 CHF | 35 496 CHF | 100,00% | 100,00% |
15/07/2024 | 1,11% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 686 CHF | 45 238 CHF | 99,71% | 99,71% |
12/07/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 926 CHF | 47 105 CHF | 99,01% | 99,01% |
11/07/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 374 CHF | 48 312 CHF | 99,09% | 99,09% |
10/07/2024 | 1,28% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 472 CHF | 46 824 CHF | 100,00% | 100,00% |
09/07/2024 | 1,04% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 441 CHF | 48 368 CHF | 100,00% | 100,00% |
08/07/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 56 723 | 50 000 | 55 891 CHF | 49 822 CHF | 100,00% | 100,00% |
05/07/2024 | 1,11% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 60 398 | 50 000 | 54 093 CHF | 45 303 CHF | 94,77% | 94,77% |
04/07/2024 | 1,17% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 61 443 | 50 000 | 52 293 CHF | 43 080 CHF | 100,00% | 100,00% |
03/07/2024 | 1,36% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 63 761 | 50 000 | 53 207 CHF | 42 326 CHF | 99,82% | 99,82% |