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 | 1,34% | 0,75 CHF | 0,76 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 33 258 CHF | 33 708 CHF | 100,00% | 100,00% |
15/07/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 53 055 CHF | 53 755 CHF | 99,82% | 99,82% |
12/07/2024 | 1,81% | 0,53 CHF | 0,54 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 32 842 CHF | 33 442 CHF | 100,00% | 100,00% |
11/07/2024 | 1,75% | 0,56 CHF | 0,57 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 34 006 CHF | 34 606 CHF | 100,00% | 100,00% |
10/07/2024 | 1,66% | 0,59 CHF | 0,60 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 35 904 CHF | 36 504 CHF | 100,00% | 100,00% |
09/07/2024 | 1,72% | 0,60 CHF | 0,61 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 34 608 CHF | 35 208 CHF | 100,00% | 100,00% |
08/07/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 33 799 CHF | 34 399 CHF | 100,00% | 100,00% |
05/07/2024 | 1,86% | 0,57 CHF | 0,58 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 37 302 CHF | 38 002 CHF | 100,00% | 100,00% |
04/07/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 33 334 CHF | 33 934 CHF | 100,00% | 100,00% |
03/07/2024 | 1,73% | 0,56 CHF | 0,57 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 34 401 CHF | 35 001 CHF | 100,00% | 100,00% |