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 | 1,52% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 395 CHF | 33 247 CHF | 100,00% | 100,00% |
15/07/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 81 873 | 50 000 | 52 509 CHF | 32 592 CHF | 99,72% | 99,72% |
12/07/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 83 043 | 50 000 | 52 034 CHF | 31 843 CHF | 99,01% | 99,01% |
11/07/2024 | 1,69% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 895 CHF | 29 886 CHF | 99,08% | 99,08% |
10/07/2024 | 1,68% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 185 CHF | 30 047 CHF | 100,00% | 100,00% |
09/07/2024 | 1,65% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 54 175 CHF | 30 597 CHF | 100,00% | 100,00% |
08/07/2024 | 1,73% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 51 639 CHF | 29 188 CHF | 100,00% | 100,00% |
05/07/2024 | 1,79% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 97 092 | 50 000 | 53 749 CHF | 28 194 CHF | 98,98% | 98,98% |
04/07/2024 | 1,75% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 50 872 CHF | 28 762 CHF | 100,00% | 100,00% |
03/07/2024 | 1,75% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 50 919 CHF | 28 788 CHF | 100,00% | 100,00% |