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 | 0,86% | 1,24 CHF | 1,25 CHF | 40 000 | 40 000 | 39 678 | 39 678 | 46 880 CHF | 47 280 CHF | 99,99% | 99,99% |
15/07/2024 | 0,70% | 1,38 CHF | 1,39 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 56 603 CHF | 57 003 CHF | 100,00% | 100,00% |
12/07/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 53 920 CHF | 54 320 CHF | 100,00% | 100,00% |
11/07/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 55 615 CHF | 56 015 CHF | 100,00% | 100,00% |
10/07/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 52 541 CHF | 52 941 CHF | 100,00% | 100,00% |
09/07/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 40 000 | 40 000 | 39 868 | 39 868 | 54 397 CHF | 54 797 CHF | 100,00% | 100,00% |
08/07/2024 | 0,80% | 1,33 CHF | 1,34 CHF | 40 000 | 40 000 | 39 931 | 39 931 | 49 850 CHF | 50 250 CHF | 100,00% | 100,00% |
05/07/2024 | 0,88% | 1,10 CHF | 1,11 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 45 267 CHF | 45 667 CHF | 100,00% | 100,00% |
04/07/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 44 978 CHF | 45 378 CHF | 100,00% | 100,00% |
03/07/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 43 316 CHF | 43 716 CHF | 100,00% | 100,00% |