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 | 1,76% | 2,35 CHF | 2,39 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 28 837 CHF | 29 348 CHF | 99,57% | 99,57% |
15/07/2024 | 1,60% | 2,33 CHF | 2,37 CHF | 12 500 | 12 500 | 18 934 | 17 096 | 44 135 CHF | 40 490 CHF | 89,91% | 89,91% |
12/07/2024 | 1,16% | 2,78 CHF | 2,81 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 67 229 CHF | 68 016 CHF | 98,91% | 98,91% |
11/07/2024 | 1,18% | 2,64 CHF | 2,67 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 65 529 CHF | 66 307 CHF | 94,27% | 94,27% |
10/07/2024 | 1,31% | 2,45 CHF | 2,48 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 71 326 CHF | 60 219 CHF | 90,36% | 90,36% |
09/07/2024 | 1,27% | 2,35 CHF | 2,38 CHF | 30 000 | 25 000 | 29 118 | 25 000 | 70 995 CHF | 61 785 CHF | 100,00% | 100,00% |
08/07/2024 | 1,27% | 2,39 CHF | 2,42 CHF | 30 000 | 25 000 | 29 388 | 25 000 | 72 030 CHF | 62 090 CHF | 100,00% | 100,00% |
05/07/2024 | 1,21% | 2,52 CHF | 2,55 CHF | 25 000 | 25 000 | 25 300 | 25 000 | 65 965 CHF | 66 015 CHF | 98,77% | 98,77% |
04/07/2024 | 1,22% | 2,59 CHF | 2,62 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 65 020 CHF | 65 817 CHF | 98,11% | 98,11% |
03/07/2024 | 1,17% | 2,60 CHF | 2,63 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 66 163 CHF | 66 944 CHF | 99,82% | 99,82% |