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 | 0,82% | 1,25 CHF | 1,26 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 36 573 CHF | 36 873 CHF | 100,00% | 100,00% |
15/07/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 37 568 CHF | 37 868 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 37 228 CHF | 37 528 CHF | 98,48% | 98,48% |
11/07/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 30 000 | 30 000 | 30 000 | 29 993 | 38 036 CHF | 38 328 CHF | 99,75% | 99,75% |
10/07/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 33 974 CHF | 34 274 CHF | 99,80% | 99,80% |
09/07/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 34 246 CHF | 34 546 CHF | 100,00% | 100,00% |
08/07/2024 | 0,82% | 1,17 CHF | 1,18 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 36 237 CHF | 36 537 CHF | 98,99% | 98,99% |
05/07/2024 | 0,78% | 1,25 CHF | 1,26 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 38 122 CHF | 38 422 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 37 787 CHF | 38 087 CHF | 98,17% | 98,17% |
03/07/2024 | 0,81% | 1,26 CHF | 1,27 CHF | 30 000 | 30 000 | 30 000 | 29 989 | 37 067 CHF | 37 353 CHF | 100,00% | 100,00% |