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 | 3,94% | 0,39 CHF | 0,40 CHF | 83 632 | 50 000 | 84 256 | 50 000 | 29 384 CHF | 18 143 CHF | 100,00% | 100,00% |
15/07/2024 | 2,70% | 0,36 CHF | 0,37 CHF | 83 953 | 50 000 | 83 461 | 50 000 | 32 877 CHF | 20 238 CHF | 98,61% | 98,61% |
12/07/2024 | 4,10% | 0,34 CHF | 0,36 CHF | 84 269 | 50 000 | 84 267 | 50 000 | 29 354 CHF | 18 147 CHF | 99,38% | 99,38% |
11/07/2024 | 3,11% | 0,36 CHF | 0,38 CHF | 83 924 | 50 000 | 83 514 | 50 000 | 33 889 CHF | 20 939 CHF | 99,00% | 99,00% |
10/07/2024 | 2,83% | 0,50 CHF | 0,51 CHF | 82 391 | 50 000 | 82 126 | 50 000 | 41 444 CHF | 25 960 CHF | 100,00% | 100,00% |
09/07/2024 | 2,73% | 0,51 CHF | 0,53 CHF | 82 010 | 50 000 | 81 752 | 50 000 | 43 295 CHF | 27 212 CHF | 100,00% | 100,00% |
08/07/2024 | 2,01% | 0,51 CHF | 0,52 CHF | 81 983 | 50 000 | 81 638 | 50 000 | 43 083 CHF | 26 924 CHF | 100,00% | 100,00% |
05/07/2024 | 3,30% | 0,49 CHF | 0,50 CHF | 82 460 | 50 000 | 82 449 | 50 000 | 40 262 CHF | 25 236 CHF | 99,62% | 99,62% |
04/07/2024 | 2,57% | 0,51 CHF | 0,52 CHF | 82 343 | 50 000 | 82 384 | 50 000 | 41 803 CHF | 26 032 CHF | 100,00% | 100,00% |
03/07/2024 | 3,24% | 0,46 CHF | 0,47 CHF | 83 187 | 50 000 | 84 051 | 50 000 | 34 636 CHF | 21 290 CHF | 99,73% | 99,73% |