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 | 1,82% | 0,68 CHF | 0,69 CHF | 50 000 | 50 000 | 44 964 | 44 964 | 29 461 CHF | 29 961 CHF | 100,00% | 100,00% |
15/07/2024 | 1,29% | 0,75 CHF | 0,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 675 CHF | 39 175 CHF | 99,72% | 99,72% |
12/07/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 551 CHF | 41 051 CHF | 99,01% | 99,01% |
11/07/2024 | 1,53% | 0,81 CHF | 0,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 41 670 CHF | 42 312 CHF | 99,09% | 99,09% |
10/07/2024 | 1,66% | 0,81 CHF | 0,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 057 CHF | 40 727 CHF | 100,00% | 100,00% |
09/07/2024 | 1,19% | 0,78 CHF | 0,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 41 845 CHF | 42 345 CHF | 100,00% | 100,00% |
08/07/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 43 263 CHF | 43 763 CHF | 100,00% | 100,00% |
05/07/2024 | 1,28% | 0,80 CHF | 0,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 748 CHF | 39 248 CHF | 98,86% | 98,86% |
04/07/2024 | 1,57% | 0,71 CHF | 0,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 36 502 CHF | 37 080 CHF | 100,00% | 100,00% |
03/07/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 35 756 CHF | 36 256 CHF | 99,82% | 99,82% |