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 | 1,58% | 0,64 CHF | 0,65 CHF | 80 000 | 20 000 | 85 049 | 20 000 | 53 365 CHF | 12 760 CHF | 100,00% | 100,00% |
15/07/2024 | 1,88% | 0,66 CHF | 0,67 CHF | 80 000 | 20 000 | 80 000 | 20 000 | 52 937 CHF | 13 486 CHF | 93,14% | 93,14% |
12/07/2024 | 1,67% | 0,58 CHF | 0,59 CHF | 90 000 | 20 000 | 90 000 | 20 000 | 53 566 CHF | 12 104 CHF | 99,01% | 99,01% |
11/07/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 90 000 | 20 000 | 86 297 | 20 000 | 53 868 CHF | 12 693 CHF | 99,08% | 99,08% |
10/07/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 80 000 | 20 000 | 80 201 | 20 000 | 51 988 CHF | 13 166 CHF | 100,00% | 100,00% |
09/07/2024 | 1,62% | 0,59 CHF | 0,60 CHF | 90 000 | 20 000 | 88 597 | 20 000 | 54 192 CHF | 12 441 CHF | 100,00% | 100,00% |
08/07/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 90 000 | 20 000 | 87 773 | 20 000 | 54 150 CHF | 12 546 CHF | 98,29% | 98,29% |
05/07/2024 | 1,55% | 0,62 CHF | 0,63 CHF | 90 000 | 20 000 | 81 596 | 20 000 | 52 086 CHF | 12 976 CHF | 93,65% | 93,65% |
04/07/2024 | 1,57% | 0,64 CHF | 0,65 CHF | 80 000 | 20 000 | 80 134 | 20 000 | 50 794 CHF | 12 878 CHF | 100,00% | 100,00% |
03/07/2024 | 1,69% | 0,61 CHF | 0,62 CHF | 90 000 | 25 000 | 90 779 | 25 000 | 53 249 CHF | 14 923 CHF | 99,73% | 99,73% |