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 | 0,81% | 1,26 CHF | 1,27 CHF | 40 000 | 20 000 | 48 574 | 20 000 | 59 405 CHF | 24 681 CHF | 99,70% | 99,70% |
15/07/2024 | 0,71% | 1,32 CHF | 1,33 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 55 861 CHF | 28 130 CHF | 97,09% | 97,09% |
12/07/2024 | 0,70% | 1,37 CHF | 1,38 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 56 991 CHF | 14 348 CHF | 99,01% | 99,01% |
11/07/2024 | 0,69% | 1,51 CHF | 1,52 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 57 625 CHF | 29 012 CHF | 99,08% | 99,08% |
10/07/2024 | 0,72% | 1,35 CHF | 1,36 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 55 167 CHF | 27 784 CHF | 100,00% | 100,00% |
09/07/2024 | 0,69% | 1,39 CHF | 1,40 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 57 513 CHF | 28 957 CHF | 100,00% | 100,00% |
08/07/2024 | 0,67% | 1,41 CHF | 1,42 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 59 369 CHF | 14 942 CHF | 99,97% | 99,97% |
05/07/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 60 418 CHF | 30 409 CHF | 98,75% | 98,75% |
04/07/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 55 800 CHF | 28 100 CHF | 100,00% | 100,00% |
03/07/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 40 000 | 20 000 | 41 103 | 20 000 | 52 030 CHF | 25 532 CHF | 82,74% | 82,74% |