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 | 1,94% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 873 CHF | 51 493 CHF | 99,25% | 99,25% |
15/07/2024 | 1,93% | 0,69 CHF | 0,71 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 55 349 CHF | 52 898 CHF | 99,72% | 99,72% |
12/07/2024 | 1,94% | 0,69 CHF | 0,71 CHF | 80 000 | 75 000 | 79 959 | 75 000 | 54 871 CHF | 52 476 CHF | 98,16% | 98,16% |
11/07/2024 | 1,77% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 79 164 | 75 000 | 55 573 CHF | 53 604 CHF | 98,54% | 98,54% |
10/07/2024 | 2,25% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 94 141 | 94 141 | 59 697 CHF | 60 986 CHF | 100,00% | 100,00% |
09/07/2024 | 2,06% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 784 CHF | 65 113 CHF | 100,00% | 100,00% |
08/07/2024 | 1,85% | 0,65 CHF | 0,67 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 821 CHF | 51 399 CHF | 100,00% | 100,00% |
05/07/2024 | 1,87% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 79 416 | 75 000 | 56 097 CHF | 53 985 CHF | 98,89% | 98,89% |
04/07/2024 | 1,76% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 79 970 | 75 000 | 56 100 CHF | 53 547 CHF | 100,00% | 100,00% |
03/07/2024 | 2,03% | 0,70 CHF | 0,72 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 68 959 CHF | 70 373 CHF | 100,00% | 100,00% |