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 | 2,96% | 0,41 CHF | 0,42 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 749 CHF | 11 070 CHF | 100,00% | 100,00% |
15/07/2024 | 2,93% | 0,46 CHF | 0,47 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 13 115 CHF | 13 505 CHF | 100,00% | 100,00% |
12/07/2024 | 2,73% | 0,41 CHF | 0,43 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 13 183 CHF | 13 546 CHF | 100,00% | 100,00% |
11/07/2024 | 2,46% | 0,43 CHF | 0,44 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 24 122 CHF | 24 722 CHF | 100,00% | 100,00% |
10/07/2024 | 3,99% | 0,22 CHF | 0,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 304 CHF | 12 804 CHF | 100,00% | 100,00% |
09/07/2024 | 3,79% | 0,25 CHF | 0,26 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 11 672 CHF | 12 122 CHF | 100,00% | 100,00% |
08/07/2024 | 3,51% | 0,30 CHF | 0,31 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 12 626 CHF | 13 076 CHF | 100,00% | 100,00% |
05/07/2024 | 3,22% | 0,31 CHF | 0,32 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 13 764 CHF | 14 214 CHF | 100,00% | 100,00% |
04/07/2024 | 3,24% | 0,31 CHF | 0,32 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 13 694 CHF | 14 144 CHF | 100,00% | 100,00% |
03/07/2024 | 3,07% | 0,31 CHF | 0,32 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 12 828 CHF | 13 228 CHF | 100,00% | 100,00% |