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 | 0,67% | 1,57 CHF | 1,58 CHF | 40 000 | 40 000 | 39 671 | 39 671 | 59 832 CHF | 60 232 CHF | 100,00% | 100,00% |
15/07/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 40 000 | 40 000 | 38 395 | 38 395 | 67 492 CHF | 67 878 CHF | 99,99% | 99,99% |
12/07/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 67 530 CHF | 67 930 CHF | 100,00% | 100,00% |
11/07/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 69 330 CHF | 69 730 CHF | 99,99% | 99,99% |
10/07/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 40 000 | 40 000 | 39 997 | 39 997 | 66 026 CHF | 66 426 CHF | 100,00% | 100,00% |
09/07/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 40 000 | 40 000 | 39 867 | 39 867 | 68 002 CHF | 68 402 CHF | 100,00% | 100,00% |
08/07/2024 | 0,63% | 1,66 CHF | 1,67 CHF | 40 000 | 40 000 | 39 931 | 39 931 | 63 126 CHF | 63 526 CHF | 100,00% | 100,00% |
05/07/2024 | 0,69% | 1,41 CHF | 1,42 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 58 139 CHF | 58 539 CHF | 100,00% | 100,00% |
04/07/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 57 759 CHF | 58 159 CHF | 100,00% | 100,00% |
03/07/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 55 818 CHF | 56 218 CHF | 100,00% | 100,00% |