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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,59% | 0,35 CHF | 0,36 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 8 520 CHF | 8 570 CHF | 99,91% | 99,91% |
16/07/2024 | 0,59% | 0,33 CHF | 0,33 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 8 442 CHF | 8 492 CHF | 99,96% | 99,96% |
15/07/2024 | 0,52% | 0,38 CHF | 0,39 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 9 568 CHF | 9 618 CHF | 99,98% | 99,98% |
12/07/2024 | 0,50% | 0,38 CHF | 0,39 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 9 968 CHF | 10 018 CHF | 100,00% | 100,00% |
11/07/2024 | 0,50% | 0,41 CHF | 0,41 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 036 CHF | 10 086 CHF | 35,04% | 35,04% |
10/07/2024 | 0,51% | 0,39 CHF | 0,40 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 9 742 CHF | 9 792 CHF | 99,99% | 99,99% |
09/07/2024 | 0,51% | 0,39 CHF | 0,39 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 9 722 CHF | 9 772 CHF | 100,00% | 100,00% |
08/07/2024 | 0,49% | 0,40 CHF | 0,40 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 125 CHF | 10 175 CHF | 100,00% | 100,00% |
05/07/2024 | 0,38% | 0,45 CHF | 0,52 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 13 110 CHF | 13 160 CHF | 13,96% | 82,51% |
04/07/2024 | 0,38% | 0,54 CHF | 0,54 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 13 062 CHF | 13 112 CHF | 55,77% | 99,17% |