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 | 1,42% | 0,68 CHF | 0,69 CHF | 80 000 | 20 000 | 79 794 | 20 000 | 55 821 CHF | 14 192 CHF | 100,00% | 100,00% |
15/07/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 80 000 | 20 000 | 80 000 | 20 000 | 53 258 CHF | 13 515 CHF | 93,14% | 93,14% |
12/07/2024 | 1,72% | 0,75 CHF | 0,76 CHF | 70 000 | 20 000 | 70 231 | 20 000 | 51 604 CHF | 14 953 CHF | 99,01% | 99,01% |
11/07/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 80 000 | 20 000 | 78 168 | 20 000 | 55 381 CHF | 14 375 CHF | 99,08% | 99,08% |
10/07/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 80 000 | 20 000 | 80 000 | 20 000 | 54 644 CHF | 13 861 CHF | 100,00% | 100,00% |
09/07/2024 | 1,38% | 0,74 CHF | 0,75 CHF | 70 000 | 20 000 | 72 257 | 20 000 | 52 141 CHF | 14 642 CHF | 100,00% | 100,00% |
08/07/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 80 000 | 20 000 | 73 895 | 20 000 | 52 932 CHF | 14 539 CHF | 98,29% | 98,29% |
05/07/2024 | 1,42% | 0,72 CHF | 0,73 CHF | 70 000 | 20 000 | 78 404 | 20 000 | 54 787 CHF | 14 184 CHF | 93,65% | 93,65% |
04/07/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 80 000 | 20 000 | 79 916 | 20 000 | 56 128 CHF | 14 247 CHF | 100,00% | 100,00% |
03/07/2024 | 1,33% | 0,72 CHF | 0,73 CHF | 70 000 | 25 000 | 70 001 | 25 000 | 52 351 CHF | 18 946 CHF | 99,73% | 99,73% |