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 | 1,00% | 0,95 CHF | 0,96 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 19 846 CHF | 20 046 CHF | 100,00% | 100,00% |
15/07/2024 | 1,21% | 0,90 CHF | 0,91 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 16 456 CHF | 16 656 CHF | 97,10% | 97,10% |
12/07/2024 | 1,25% | 0,85 CHF | 0,86 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 8 000 CHF | 8 100 CHF | 99,01% | 99,01% |
11/07/2024 | 1,28% | 0,72 CHF | 0,73 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 15 634 CHF | 15 834 CHF | 99,08% | 99,08% |
10/07/2024 | 1,18% | 0,87 CHF | 0,88 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 16 918 CHF | 17 118 CHF | 100,00% | 100,00% |
09/07/2024 | 1,26% | 0,83 CHF | 0,84 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 15 751 CHF | 15 951 CHF | 100,00% | 100,00% |
08/07/2024 | 1,34% | 0,81 CHF | 0,82 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 7 433 CHF | 7 533 CHF | 100,00% | 100,00% |
05/07/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 14 392 CHF | 14 592 CHF | 98,86% | 98,86% |
04/07/2024 | 1,21% | 0,81 CHF | 0,82 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 16 489 CHF | 16 689 CHF | 100,00% | 100,00% |
03/07/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 19 216 CHF | 19 416 CHF | 82,74% | 82,74% |