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 | 3,27% | 0,29 CHF | 0,30 CHF | 80 434 | 75 000 | 80 718 | 75 000 | 24 309 CHF | 23 336 CHF | 100,00% | 100,00% |
15/07/2024 | 3,50% | 0,29 CHF | 0,30 CHF | 80 248 | 75 000 | 80 140 | 75 000 | 22 469 CHF | 21 778 CHF | 99,70% | 99,70% |
12/07/2024 | 3,98% | 0,28 CHF | 0,29 CHF | 80 053 | 75 000 | 80 232 | 75 000 | 22 570 CHF | 21 954 CHF | 99,01% | 99,01% |
11/07/2024 | 3,85% | 0,28 CHF | 0,29 CHF | 80 065 | 75 000 | 81 058 | 75 000 | 25 104 CHF | 24 133 CHF | 99,09% | 99,09% |
10/07/2024 | 4,53% | 0,30 CHF | 0,31 CHF | 80 948 | 75 000 | 80 807 | 75 000 | 23 821 CHF | 23 133 CHF | 100,00% | 100,00% |
09/07/2024 | 5,97% | 0,28 CHF | 0,30 CHF | 80 502 | 75 000 | 79 465 | 75 000 | 19 007 CHF | 19 020 CHF | 100,00% | 100,00% |
08/07/2024 | 4,66% | 0,24 CHF | 0,26 CHF | 79 488 | 75 000 | 79 550 | 75 000 | 19 933 CHF | 19 689 CHF | 100,00% | 100,00% |
05/07/2024 | 3,99% | 0,26 CHF | 0,27 CHF | 79 982 | 75 000 | 79 603 | 75 000 | 19 651 CHF | 19 258 CHF | 96,57% | 96,57% |
04/07/2024 | 3,33% | 0,29 CHF | 0,30 CHF | 80 871 | 75 000 | 80 983 | 75 000 | 23 991 CHF | 22 965 CHF | 100,00% | 100,00% |
03/07/2024 | 3,08% | 0,33 CHF | 0,34 CHF | 81 952 | 75 000 | 81 818 | 75 000 | 26 273 CHF | 24 827 CHF | 100,00% | 100,00% |