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 | 1,16% | 0,83 CHF | 0,84 CHF | 90 000 | 90 000 | 99 548 | 99 548 | 85 685 CHF | 86 680 CHF | 100,00% | 100,00% |
15/07/2024 | 1,22% | 0,85 CHF | 0,86 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 81 737 CHF | 82 737 CHF | 100,00% | 100,00% |
12/07/2024 | 1,21% | 0,79 CHF | 0,80 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 82 056 CHF | 83 056 CHF | 100,00% | 100,00% |
11/07/2024 | 1,17% | 0,83 CHF | 0,84 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 76 170 CHF | 77 070 CHF | 100,00% | 100,00% |
10/07/2024 | 1,10% | 0,88 CHF | 0,89 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 81 549 CHF | 82 449 CHF | 100,00% | 100,00% |
09/07/2024 | 1,13% | 0,91 CHF | 0,92 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 79 370 CHF | 80 270 CHF | 100,00% | 100,00% |
08/07/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 79 397 CHF | 80 297 CHF | 100,00% | 100,00% |
05/07/2024 | 1,15% | 0,89 CHF | 0,90 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 77 573 CHF | 78 473 CHF | 100,00% | 100,00% |
04/07/2024 | 1,12% | 0,86 CHF | 0,87 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 80 056 CHF | 80 956 CHF | 100,00% | 100,00% |
03/07/2024 | 1,09% | 0,93 CHF | 0,94 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 72 997 CHF | 73 797 CHF | 100,00% | 100,00% |