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 | 4,65% | 0,94 CHF | 0,95 CHF | 60 000 | 10 000 | 75 086 | 5 805 | 54 055 CHF | 4 529 CHF | 99,48% | 99,48% |
15/07/2024 | 3,63% | 0,98 CHF | 0,99 CHF | 60 000 | 10 000 | 59 410 | 5 910 | 54 330 CHF | 5 642 CHF | 88,20% | 88,20% |
12/07/2024 | 5,27% | 0,88 CHF | 0,89 CHF | 60 000 | 10 000 | 81 829 | 5 824 | 52 754 CHF | 4 125 CHF | 98,31% | 98,31% |
11/07/2024 | 4,74% | 0,81 CHF | 0,82 CHF | 70 000 | 10 000 | 75 896 | 5 808 | 54 655 CHF | 4 490 CHF | 99,13% | 99,13% |
10/07/2024 | 4,87% | 0,20 CHF | 0,23 CHF | 250 000 | 10 000 | 83 426 | 5 443 | 53 808 CHF | 3 773 CHF | 91,59% | 99,52% |
09/07/2024 | 2,79% | 0,73 CHF | 0,74 CHF | 70 000 | 10 000 | 49 213 | 5 805 | 54 306 CHF | 6 435 CHF | 99,59% | 99,59% |
08/07/2024 | 1,16% | 1,39 CHF | 1,40 CHF | 40 000 | 10 000 | 39 707 | 5 849 | 63 137 CHF | 9 244 CHF | 94,51% | 94,51% |
05/07/2024 | 1,18% | 1,89 CHF | 1,90 CHF | 30 000 | 10 000 | 37 807 | 5 848 | 60 387 CHF | 9 805 CHF | 97,56% | 97,56% |
04/07/2024 | 1,27% | 1,48 CHF | 1,49 CHF | 40 000 | 10 000 | 40 000 | 5 814 | 58 488 CHF | 8 595 CHF | 99,13% | 99,13% |
03/07/2024 | 1,63% | 1,51 CHF | 1,52 CHF | 40 000 | 10 000 | 47 832 | 5 813 | 56 162 CHF | 7 253 CHF | 99,56% | 99,56% |