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 | 1,85% | 0,54 CHF | 0,55 CHF | 130 000 | 130 000 | 60 674 | 60 674 | 33 589 CHF | 34 202 CHF | 99,89% | 99,89% |
15/07/2024 | 1,81% | 0,57 CHF | 0,58 CHF | 130 000 | 130 000 | 60 976 | 60 976 | 34 486 CHF | 35 099 CHF | 100,00% | 100,00% |
12/07/2024 | 1,79% | 0,56 CHF | 0,57 CHF | 130 000 | 130 000 | 60 971 | 60 971 | 34 598 CHF | 35 210 CHF | 100,00% | 100,00% |
11/07/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 110 000 | 110 000 | 51 584 | 51 584 | 32 878 CHF | 33 396 CHF | 100,00% | 100,00% |
10/07/2024 | 1,62% | 0,63 CHF | 0,64 CHF | 110 000 | 110 000 | 51 396 | 51 396 | 32 498 CHF | 33 014 CHF | 100,00% | 100,00% |
09/07/2024 | 1,68% | 0,61 CHF | 0,62 CHF | 120 000 | 120 000 | 53 659 | 53 659 | 32 988 CHF | 33 528 CHF | 100,00% | 100,00% |
08/07/2024 | 1,77% | 0,58 CHF | 0,59 CHF | 130 000 | 130 000 | 60 907 | 60 907 | 35 219 CHF | 35 832 CHF | 100,00% | 100,00% |
05/07/2024 | 2,04% | 0,55 CHF | 0,56 CHF | 130 000 | 130 000 | 62 962 | 62 962 | 32 727 CHF | 33 364 CHF | 99,89% | 99,89% |
04/07/2024 | 1,90% | 0,53 CHF | 0,54 CHF | 60 000 | 60 000 | 49 208 | 49 208 | 25 888 CHF | 26 381 CHF | 100,00% | 100,00% |
03/07/2024 | 1,79% | 0,53 CHF | 0,54 CHF | 130 000 | 130 000 | 60 975 | 60 975 | 34 392 CHF | 35 005 CHF | 100,00% | 100,00% |