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 | 1,55% | 0,66 CHF | 0,67 CHF | 80 000 | 25 000 | 81 112 | 25 000 | 51 812 CHF | 16 226 CHF | 100,00% | 100,00% |
15/07/2024 | 1,51% | 0,64 CHF | 0,65 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 52 757 CHF | 16 736 CHF | 99,72% | 99,72% |
12/07/2024 | 1,51% | 0,68 CHF | 0,69 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 52 666 CHF | 16 708 CHF | 99,01% | 99,01% |
11/07/2024 | 1,56% | 0,66 CHF | 0,67 CHF | 80 000 | 25 000 | 82 763 | 25 000 | 52 506 CHF | 16 125 CHF | 99,09% | 99,09% |
10/07/2024 | 1,65% | 0,62 CHF | 0,63 CHF | 90 000 | 25 000 | 90 000 | 25 000 | 54 217 CHF | 15 310 CHF | 100,00% | 100,00% |
09/07/2024 | 1,58% | 0,59 CHF | 0,60 CHF | 90 000 | 25 000 | 83 802 | 25 000 | 52 604 CHF | 15 973 CHF | 100,00% | 100,00% |
08/07/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 80 000 | 25 000 | 80 134 | 25 000 | 51 124 CHF | 16 200 CHF | 100,00% | 100,00% |
05/07/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 52 333 CHF | 16 604 CHF | 98,98% | 98,98% |
04/07/2024 | 1,51% | 0,64 CHF | 0,65 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 52 554 CHF | 16 673 CHF | 100,00% | 100,00% |
03/07/2024 | 1,56% | 0,65 CHF | 0,66 CHF | 80 000 | 25 000 | 80 436 | 25 000 | 51 073 CHF | 16 126 CHF | 100,00% | 100,00% |