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 | 0,72% | 1,33 CHF | 1,34 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 124 708 CHF | 125 608 CHF | 100,00% | 100,00% |
15/07/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 108 763 CHF | 109 563 CHF | 100,00% | 100,00% |
12/07/2024 | 0,66% | 1,46 CHF | 1,47 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 105 469 CHF | 106 169 CHF | 100,00% | 100,00% |
11/07/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 112 183 CHF | 112 883 CHF | 100,00% | 100,00% |
10/07/2024 | 0,55% | 1,68 CHF | 1,69 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 108 756 CHF | 109 356 CHF | 100,00% | 100,00% |
09/07/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 112 692 CHF | 113 292 CHF | 100,00% | 100,00% |
08/07/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 355 CHF | 98 855 CHF | 100,00% | 100,00% |
05/07/2024 | 0,53% | 1,97 CHF | 1,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 176 CHF | 94 676 CHF | 100,00% | 100,00% |
04/07/2024 | 0,49% | 1,97 CHF | 1,98 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 121 975 CHF | 122 575 CHF | 100,00% | 100,00% |
03/07/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 108 438 CHF | 109 038 CHF | 100,00% | 100,00% |