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 | 1,70% | 0,61 CHF | 0,62 CHF | 40 000 | 40 000 | 44 774 | 44 774 | 26 165 CHF | 26 613 CHF | 100,00% | 100,00% |
15/07/2024 | 1,63% | 0,61 CHF | 0,62 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 27 347 CHF | 27 797 CHF | 100,00% | 100,00% |
12/07/2024 | 1,65% | 0,61 CHF | 0,62 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 24 050 CHF | 24 450 CHF | 100,00% | 100,00% |
11/07/2024 | 1,60% | 0,64 CHF | 0,65 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 27 854 CHF | 28 304 CHF | 100,00% | 100,00% |
10/07/2024 | 1,86% | 0,55 CHF | 0,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 26 661 CHF | 27 161 CHF | 100,00% | 100,00% |
09/07/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 24 249 CHF | 24 699 CHF | 100,00% | 100,00% |
08/07/2024 | 1,69% | 0,56 CHF | 0,57 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 23 488 CHF | 23 888 CHF | 100,00% | 100,00% |
05/07/2024 | 1,57% | 0,62 CHF | 0,63 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 25 250 CHF | 25 650 CHF | 100,00% | 100,00% |
04/07/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 24 932 CHF | 25 332 CHF | 100,00% | 100,00% |
03/07/2024 | 1,64% | 0,62 CHF | 0,63 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 27 303 CHF | 27 753 CHF | 100,00% | 100,00% |