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 | 1,73% | 1,36 CHF | 1,39 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 34 186 CHF | 34 784 CHF | 100,00% | 100,00% |
15/07/2024 | 1,91% | 1,40 CHF | 1,43 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 636 CHF | 36 322 CHF | 99,72% | 99,72% |
12/07/2024 | 1,81% | 1,46 CHF | 1,48 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 36 212 CHF | 36 872 CHF | 99,01% | 99,01% |
11/07/2024 | 1,71% | 1,45 CHF | 1,47 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 575 CHF | 36 186 CHF | 99,08% | 99,08% |
10/07/2024 | 1,73% | 1,45 CHF | 1,47 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 957 CHF | 36 583 CHF | 100,00% | 100,00% |
09/07/2024 | 1,93% | 1,44 CHF | 1,46 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 548 CHF | 36 242 CHF | 100,00% | 100,00% |
08/07/2024 | 1,75% | 1,42 CHF | 1,45 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 34 491 CHF | 35 098 CHF | 100,00% | 100,00% |
05/07/2024 | 1,83% | 1,36 CHF | 1,39 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 33 241 CHF | 33 854 CHF | 95,71% | 95,71% |
04/07/2024 | 1,92% | 1,33 CHF | 1,35 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 758 CHF | 32 369 CHF | 98,19% | 98,19% |
03/07/2024 | 1,45% | 0,99 CHF | 1,01 CHF | 60 000 | 50 000 | 53 079 | 50 000 | 52 782 CHF | 50 485 CHF | 100,00% | 100,00% |