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 | 2,01% | 1,17 CHF | 1,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 436 CHF | 30 034 CHF | 100,00% | 100,00% |
15/07/2024 | 2,20% | 1,21 CHF | 1,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 886 CHF | 31 572 CHF | 99,72% | 99,72% |
12/07/2024 | 2,08% | 1,27 CHF | 1,29 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 462 CHF | 32 122 CHF | 99,01% | 99,01% |
11/07/2024 | 1,97% | 1,26 CHF | 1,28 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 825 CHF | 31 436 CHF | 99,08% | 99,08% |
10/07/2024 | 1,73% | 1,26 CHF | 1,28 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 288 CHF | 31 833 CHF | 100,00% | 100,00% |
09/07/2024 | 1,88% | 1,25 CHF | 1,28 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 925 CHF | 31 513 CHF | 100,00% | 100,00% |
08/07/2024 | 2,05% | 1,24 CHF | 1,26 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 801 CHF | 30 419 CHF | 100,00% | 100,00% |
05/07/2024 | 2,13% | 1,17 CHF | 1,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 491 CHF | 29 104 CHF | 95,71% | 95,71% |
04/07/2024 | 2,25% | 1,14 CHF | 1,16 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 27 008 CHF | 27 619 CHF | 98,19% | 98,19% |
03/07/2024 | 1,58% | 0,80 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 482 CHF | 40 985 CHF | 100,00% | 100,00% |