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 | 1,77% | 0,85 CHF | 0,86 CHF | 90 000 | 90 000 | 44 498 | 44 498 | 38 934 CHF | 39 542 CHF | 99,89% | 99,89% |
15/07/2024 | 1,74% | 0,90 CHF | 0,91 CHF | 90 000 | 90 000 | 44 734 | 44 734 | 39 823 CHF | 40 432 CHF | 100,00% | 100,00% |
12/07/2024 | 1,71% | 0,89 CHF | 0,90 CHF | 90 000 | 90 000 | 44 731 | 44 731 | 39 956 CHF | 40 564 CHF | 100,00% | 100,00% |
11/07/2024 | 1,55% | 0,95 CHF | 0,96 CHF | 80 000 | 80 000 | 37 488 | 37 488 | 37 187 CHF | 37 670 CHF | 100,00% | 100,00% |
10/07/2024 | 1,58% | 0,98 CHF | 0,99 CHF | 80 000 | 80 000 | 37 284 | 37 284 | 36 751 CHF | 37 232 CHF | 100,00% | 100,00% |
09/07/2024 | 1,63% | 0,96 CHF | 0,97 CHF | 80 000 | 80 000 | 37 451 | 37 451 | 35 879 CHF | 36 364 CHF | 100,00% | 100,00% |
08/07/2024 | 1,70% | 0,91 CHF | 0,92 CHF | 90 000 | 90 000 | 44 684 | 44 684 | 40 716 CHF | 41 324 CHF | 100,00% | 100,00% |
05/07/2024 | 1,92% | 0,87 CHF | 0,88 CHF | 90 000 | 90 000 | 44 421 | 44 421 | 36 725 CHF | 37 331 CHF | 99,89% | 99,89% |
04/07/2024 | 1,82% | 0,84 CHF | 0,85 CHF | 40 000 | 40 000 | 34 565 | 34 565 | 28 996 CHF | 29 501 CHF | 100,00% | 100,00% |
03/07/2024 | 1,72% | 0,85 CHF | 0,86 CHF | 90 000 | 90 000 | 44 732 | 44 732 | 39 822 CHF | 40 431 CHF | 100,00% | 100,00% |