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 | 1,38% | 1,23 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 662 CHF | 59 478 CHF | 88,29% | 88,29% |
15/07/2024 | 1,19% | 1,37 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 174 CHF | 71 015 CHF | 96,20% | 96,20% |
12/07/2024 | 1,24% | 1,35 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 849 CHF | 67 682 CHF | 88,64% | 88,64% |
11/07/2024 | 1,22% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 893 CHF | 69 735 CHF | 96,26% | 96,26% |
10/07/2024 | 1,24% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 090 CHF | 65 905 CHF | 97,54% | 97,54% |
09/07/2024 | 1,23% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 584 CHF | 68 420 CHF | 98,08% | 98,08% |
08/07/2024 | 1,32% | 1,32 CHF | 1,33 CHF | 75 000 | 75 000 | 74 707 | 74 707 | 92 446 CHF | 93 668 CHF | 95,39% | 95,39% |
05/07/2024 | 2,30% | 1,08 CHF | 1,11 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 27 949 CHF | 28 600 CHF | 98,55% | 98,55% |
04/07/2024 | 2,35% | 1,12 CHF | 1,15 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 41 626 CHF | 42 616 CHF | 97,25% | 97,25% |
03/07/2024 | 2,42% | 1,06 CHF | 1,08 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 26 722 CHF | 27 376 CHF | 94,51% | 94,51% |