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 | 1,72% | 1,83 CHF | 1,86 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 22 490 CHF | 22 880 CHF | 99,57% | 99,57% |
15/07/2024 | 1,52% | 1,83 CHF | 1,87 CHF | 12 500 | 12 500 | 18 935 | 17 096 | 34 764 CHF | 31 856 CHF | 89,91% | 89,91% |
12/07/2024 | 1,03% | 2,12 CHF | 2,14 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 62 185 CHF | 52 359 CHF | 98,90% | 98,90% |
11/07/2024 | 1,03% | 2,06 CHF | 2,08 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 61 293 CHF | 51 605 CHF | 94,27% | 94,27% |
10/07/2024 | 1,12% | 1,92 CHF | 1,94 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 56 205 CHF | 47 363 CHF | 90,36% | 90,36% |
09/07/2024 | 1,09% | 1,85 CHF | 1,87 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 57 490 CHF | 48 431 CHF | 99,99% | 99,99% |
08/07/2024 | 1,11% | 1,88 CHF | 1,90 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 57 739 CHF | 48 653 CHF | 100,00% | 100,00% |
05/07/2024 | 1,06% | 1,97 CHF | 1,99 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 61 040 CHF | 51 406 CHF | 98,86% | 98,86% |
04/07/2024 | 1,08% | 2,02 CHF | 2,04 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 60 609 CHF | 51 055 CHF | 98,11% | 98,11% |
03/07/2024 | 1,03% | 2,02 CHF | 2,04 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 61 634 CHF | 51 893 CHF | 99,82% | 99,82% |