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 | 2,42% | 0,43 CHF | 0,44 CHF | 20 000 | 20 000 | 20 000 | 19 996 | 8 350 CHF | 8 553 CHF | 100,00% | 100,00% |
15/07/2024 | 3,24% | 0,36 CHF | 0,37 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 5 943 CHF | 6 139 CHF | 100,00% | 100,00% |
12/07/2024 | 3,60% | 0,49 CHF | 0,51 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 4 750 CHF | 4 921 CHF | 100,00% | 100,00% |
11/07/2024 | 1,47% | 0,70 CHF | 0,71 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 6 918 CHF | 7 021 CHF | 100,00% | 100,00% |
10/07/2024 | 1,58% | 0,65 CHF | 0,66 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 6 844 CHF | 6 953 CHF | 100,00% | 100,00% |
09/07/2024 | 1,48% | 0,71 CHF | 0,72 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 7 313 CHF | 7 422 CHF | 100,00% | 100,00% |
08/07/2024 | 1,50% | 0,68 CHF | 0,69 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 6 681 CHF | 6 781 CHF | 100,00% | 100,00% |
05/07/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 6 279 CHF | 6 379 CHF | 100,00% | 100,00% |
04/07/2024 | 1,75% | 0,59 CHF | 0,60 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 8 502 CHF | 8 652 CHF | 100,00% | 100,00% |
03/07/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 8 088 CHF | 8 238 CHF | 100,00% | 100,00% |