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 | 0,81% | 1,24 CHF | 1,25 CHF | 45 000 | 45 000 | 44 578 | 44 578 | 55 471 CHF | 55 917 CHF | 100,00% | 100,00% |
15/07/2024 | 0,72% | 1,30 CHF | 1,31 CHF | 45 000 | 45 000 | 44 579 | 44 579 | 62 364 CHF | 62 810 CHF | 100,00% | 100,00% |
12/07/2024 | 0,72% | 1,45 CHF | 1,46 CHF | 45 000 | 45 000 | 44 578 | 44 578 | 62 247 CHF | 62 693 CHF | 100,00% | 100,00% |
11/07/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 45 000 | 45 000 | 44 578 | 44 578 | 59 003 CHF | 59 449 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 45 000 | 45 000 | 44 579 | 44 579 | 56 668 CHF | 57 115 CHF | 100,00% | 100,00% |
09/07/2024 | 0,77% | 1,26 CHF | 1,27 CHF | 45 000 | 45 000 | 44 575 | 44 575 | 58 209 CHF | 58 655 CHF | 99,58% | 99,58% |
08/07/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 45 000 | 45 000 | 44 578 | 44 578 | 57 032 CHF | 57 479 CHF | 100,00% | 100,00% |
05/07/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 45 000 | 45 000 | 44 575 | 44 574 | 57 088 CHF | 57 533 CHF | 99,19% | 99,19% |
04/07/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 45 000 | 45 000 | 44 580 | 44 580 | 57 525 CHF | 57 971 CHF | 100,00% | 100,00% |
03/07/2024 | 0,81% | 1,28 CHF | 1,29 CHF | 45 000 | 45 000 | 44 578 | 44 578 | 55 659 CHF | 56 106 CHF | 100,00% | 100,00% |