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 | 2,76% | 0,58 CHF | 0,60 CHF | 90 000 | 50 000 | 92 846 | 50 000 | 49 197 CHF | 27 249 CHF | 54,86% | 54,86% |
15/07/2024 | 2,88% | 0,54 CHF | 0,55 CHF | 92 914 | 50 000 | 92 191 | 50 000 | 49 958 CHF | 27 893 CHF | 6,93% | 6,93% |
12/07/2024 | 2,82% | 0,56 CHF | 0,57 CHF | 92 598 | 50 000 | 94 036 | 50 000 | 45 554 CHF | 24 925 CHF | 84,99% | 84,99% |
11/07/2024 | 3,12% | 0,48 CHF | 0,49 CHF | 93 974 | 50 000 | 94 956 | 50 000 | 42 287 CHF | 22 976 CHF | 99,09% | 99,09% |
10/07/2024 | 3,62% | 0,41 CHF | 0,42 CHF | 95 955 | 50 000 | 96 400 | 50 000 | 36 846 CHF | 19 815 CHF | 100,00% | 100,00% |
09/07/2024 | 3,56% | 0,35 CHF | 0,36 CHF | 97 186 | 50 000 | 96 292 | 50 000 | 37 225 CHF | 20 030 CHF | 99,69% | 99,69% |
08/07/2024 | 3,80% | 0,36 CHF | 0,38 CHF | 96 674 | 50 000 | 96 168 | 50 000 | 36 687 CHF | 19 816 CHF | 100,00% | 100,00% |