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 | 3,59% | 0,36 CHF | 0,37 CHF | 50 000 | 50 000 | 44 964 | 44 964 | 14 862 CHF | 15 362 CHF | 100,00% | 100,00% |
15/07/2024 | 2,49% | 0,42 CHF | 0,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 320 CHF | 22 881 CHF | 99,72% | 99,72% |
12/07/2024 | 2,04% | 0,49 CHF | 0,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 262 CHF | 24 762 CHF | 99,01% | 99,01% |
11/07/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 466 CHF | 25 986 CHF | 99,09% | 99,09% |
10/07/2024 | 2,26% | 0,48 CHF | 0,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 23 868 CHF | 24 413 CHF | 100,00% | 100,00% |
09/07/2024 | 1,94% | 0,45 CHF | 0,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 603 CHF | 26 103 CHF | 100,00% | 100,00% |
08/07/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 27 012 CHF | 27 512 CHF | 100,00% | 100,00% |
05/07/2024 | 2,20% | 0,48 CHF | 0,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 508 CHF | 23 008 CHF | 98,86% | 98,86% |
04/07/2024 | 2,82% | 0,38 CHF | 0,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 271 CHF | 20 848 CHF | 100,00% | 100,00% |
03/07/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 558 CHF | 20 058 CHF | 99,82% | 99,82% |