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 | 1,74% | 0,55 CHF | 0,56 CHF | 100 000 | 20 000 | 91 591 | 20 000 | 52 140 CHF | 11 592 CHF | 100,00% | 100,00% |
15/07/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 100 000 | 20 000 | 99 751 | 20 000 | 53 433 CHF | 10 915 CHF | 93,14% | 93,14% |
12/07/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 90 000 | 20 000 | 89 914 | 20 000 | 54 632 CHF | 12 353 CHF | 99,01% | 99,01% |
11/07/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 90 000 | 20 000 | 90 338 | 20 000 | 52 274 CHF | 11 775 CHF | 99,08% | 99,08% |
10/07/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 100 000 | 20 000 | 96 935 | 20 000 | 53 580 CHF | 11 261 CHF | 100,00% | 100,00% |
09/07/2024 | 1,68% | 0,61 CHF | 0,62 CHF | 90 000 | 20 000 | 90 000 | 20 000 | 53 291 CHF | 12 042 CHF | 100,00% | 100,00% |
08/07/2024 | 1,69% | 0,58 CHF | 0,59 CHF | 90 000 | 20 000 | 90 000 | 20 000 | 52 827 CHF | 11 939 CHF | 98,29% | 98,29% |
05/07/2024 | 1,74% | 0,59 CHF | 0,60 CHF | 90 000 | 20 000 | 91 735 | 20 000 | 52 183 CHF | 11 584 CHF | 93,65% | 93,65% |
04/07/2024 | 1,73% | 0,57 CHF | 0,58 CHF | 90 000 | 20 000 | 90 000 | 20 000 | 51 512 CHF | 11 647 CHF | 100,00% | 100,00% |
03/07/2024 | 1,61% | 0,59 CHF | 0,60 CHF | 90 000 | 25 000 | 86 706 | 25 000 | 53 491 CHF | 15 696 CHF | 99,73% | 99,73% |