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 | 1,59% | 0,63 CHF | 0,64 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 93 809 CHF | 95 309 CHF | 100,00% | 100,00% |
15/07/2024 | 1,80% | 0,60 CHF | 0,61 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 82 903 CHF | 84 403 CHF | 100,00% | 100,00% |
12/07/2024 | 1,77% | 0,54 CHF | 0,55 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 84 005 CHF | 85 505 CHF | 100,00% | 100,00% |
11/07/2024 | 1,66% | 0,58 CHF | 0,59 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 89 499 CHF | 90 999 CHF | 100,00% | 100,00% |
10/07/2024 | 1,58% | 0,61 CHF | 0,62 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 78 337 CHF | 79 587 CHF | 100,00% | 100,00% |
09/07/2024 | 1,63% | 0,63 CHF | 0,64 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 76 152 CHF | 77 402 CHF | 100,00% | 100,00% |
08/07/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 78 058 CHF | 79 308 CHF | 100,00% | 100,00% |
05/07/2024 | 1,58% | 0,65 CHF | 0,66 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 78 269 CHF | 79 519 CHF | 100,00% | 100,00% |
04/07/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 77 925 CHF | 79 175 CHF | 100,00% | 100,00% |
03/07/2024 | 1,54% | 0,63 CHF | 0,64 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 80 813 CHF | 82 063 CHF | 100,00% | 100,00% |