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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 2,20% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 71 970 | 38 321 | 55 436 CHF | 29 215 CHF | 77,58% | 77,58% |
16/07/2024 | 1,81% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 56 093 | 36 564 | 56 497 CHF | 36 956 CHF | 84,21% | 84,21% |
15/07/2024 | 1,54% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 55 763 | 36 009 | 65 237 CHF | 42 286 CHF | 91,02% | 91,02% |
12/07/2024 | 1,88% | 1,09 CHF | 1,10 CHF | 75 000 | 75 000 | 63 790 | 37 025 | 63 712 CHF | 38 532 CHF | 81,03% | 81,03% |
11/07/2024 | 1,74% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 55 752 | 36 197 | 56 850 CHF | 37 153 CHF | 87,17% | 87,17% |
10/07/2024 | 1,82% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 60 237 | 38 204 | 59 901 CHF | 38 366 CHF | 76,63% | 76,63% |
09/07/2024 | 1,69% | 1,09 CHF | 1,10 CHF | 75 000 | 75 000 | 55 452 | 35 537 | 60 567 CHF | 39 679 CHF | 95,74% | 95,74% |
08/07/2024 | 2,21% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 68 939 | 34 871 | 60 066 CHF | 32 603 CHF | 93,23% | 93,23% |
05/07/2024 | 2,31% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 71 090 | 35 367 | 57 270 CHF | 29 051 CHF | 98,13% | 98,13% |
04/07/2024 | 2,35% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 70 983 | 34 351 | 56 539 CHF | 27 981 CHF | 82,94% | 82,94% |