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 | 4,81% | 0,60 CHF | 0,63 CHF | 60 000 | 60 000 | 59 469 | 59 469 | 36 823 CHF | 38 623 CHF | 100,00% | 100,00% |
15/07/2024 | 4,91% | 0,59 CHF | 0,62 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 35 751 CHF | 37 551 CHF | 100,00% | 100,00% |
12/07/2024 | 4,87% | 0,59 CHF | 0,62 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 36 085 CHF | 37 885 CHF | 99,99% | 99,99% |
11/07/2024 | 5,61% | 0,54 CHF | 0,57 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 31 223 CHF | 33 023 CHF | 100,00% | 100,00% |
10/07/2024 | 5,67% | 0,51 CHF | 0,54 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 30 871 CHF | 32 671 CHF | 100,00% | 100,00% |
09/07/2024 | 5,06% | 0,58 CHF | 0,61 CHF | 60 000 | 60 000 | 59 850 | 59 850 | 34 773 CHF | 36 573 CHF | 100,00% | 100,00% |
08/07/2024 | 4,55% | 0,65 CHF | 0,68 CHF | 60 000 | 60 000 | 59 886 | 59 886 | 38 728 CHF | 40 528 CHF | 100,00% | 100,00% |
05/07/2024 | 4,46% | 0,65 CHF | 0,68 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 39 463 CHF | 41 263 CHF | 99,93% | 99,93% |
04/07/2024 | 4,46% | 0,66 CHF | 0,69 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 39 438 CHF | 41 238 CHF | 100,00% | 100,00% |
03/07/2024 | 4,27% | 0,69 CHF | 0,72 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 41 274 CHF | 43 074 CHF | 100,00% | 100,00% |