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 | 1,33% | 0,76 CHF | 0,77 CHF | 70 000 | 20 000 | 70 000 | 20 000 | 52 316 CHF | 15 148 CHF | 100,00% | 100,00% |
15/07/2024 | 1,61% | 0,78 CHF | 0,79 CHF | 70 000 | 20 000 | 70 000 | 20 000 | 54 534 CHF | 15 834 CHF | 93,15% | 93,15% |
12/07/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 80 000 | 20 000 | 75 886 | 20 000 | 54 013 CHF | 14 448 CHF | 99,01% | 99,01% |
11/07/2024 | 1,54% | 0,74 CHF | 0,75 CHF | 70 000 | 20 000 | 70 000 | 20 000 | 51 887 CHF | 15 055 CHF | 99,08% | 99,08% |
10/07/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 70 000 | 20 000 | 70 000 | 20 000 | 53 687 CHF | 15 539 CHF | 100,00% | 100,00% |
09/07/2024 | 1,36% | 0,71 CHF | 0,72 CHF | 80 000 | 20 000 | 70 941 | 20 000 | 51 738 CHF | 14 792 CHF | 100,00% | 100,00% |
08/07/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 70 000 | 20 000 | 70 000 | 20 000 | 51 472 CHF | 14 906 CHF | 98,29% | 98,29% |
05/07/2024 | 1,31% | 0,74 CHF | 0,75 CHF | 70 000 | 20 000 | 70 000 | 20 000 | 53 028 CHF | 15 351 CHF | 93,65% | 93,65% |
04/07/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 70 000 | 20 000 | 70 000 | 20 000 | 52 642 CHF | 15 241 CHF | 100,00% | 100,00% |
03/07/2024 | 1,41% | 0,73 CHF | 0,74 CHF | 70 000 | 25 000 | 75 516 | 25 000 | 53 221 CHF | 17 892 CHF | 99,73% | 99,73% |