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 | 1,44% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 200 CHF | 57 016 CHF | 99,99% | 99,99% |
15/07/2024 | 1,83% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 37 030 | 37 030 | 43 472 CHF | 44 209 CHF | 93,83% | 93,83% |
12/07/2024 | 1,42% | 1,17 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 494 CHF | 57 302 CHF | 81,73% | 81,73% |
11/07/2024 | 1,46% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 228 CHF | 58 067 CHF | 83,80% | 83,80% |
10/07/2024 | 1,32% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 085 CHF | 61 898 CHF | 98,55% | 98,55% |
09/07/2024 | 1,25% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 599 CHF | 64 400 CHF | 100,00% | 100,00% |
08/07/2024 | 1,31% | 1,26 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 446 CHF | 63 271 CHF | 99,56% | 99,56% |
05/07/2024 | 1,25% | 1,28 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 945 CHF | 64 750 CHF | 98,74% | 98,74% |
04/07/2024 | 1,94% | 1,34 CHF | 1,36 CHF | 50 000 | 50 000 | 26 857 | 26 857 | 35 309 CHF | 35 981 CHF | 100,00% | 100,00% |
03/07/2024 | 1,96% | 1,31 CHF | 1,34 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 32 966 CHF | 33 620 CHF | 99,73% | 99,73% |