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 | 3,45% | 2,00 CHF | 2,04 CHF | 30 000 | 20 000 | 30 000 | 11 876 | 57 814 CHF | 23 742 CHF | 99,43% | 99,43% |
15/07/2024 | 3,30% | 1,80 CHF | 1,83 CHF | 30 000 | 20 000 | 30 000 | 11 878 | 55 054 CHF | 22 387 CHF | 99,33% | 99,33% |
12/07/2024 | 3,43% | 1,68 CHF | 1,71 CHF | 30 000 | 25 000 | 38 449 | 13 204 | 62 301 CHF | 22 271 CHF | 99,62% | 99,62% |
11/07/2024 | 3,53% | 1,48 CHF | 1,51 CHF | 40 000 | 20 000 | 40 000 | 12 280 | 63 249 CHF | 19 879 CHF | 93,11% | 93,11% |
10/07/2024 | 3,88% | 1,49 CHF | 1,52 CHF | 40 000 | 20 000 | 37 821 | 12 332 | 58 324 CHF | 19 617 CHF | 80,03% | 80,03% |
09/07/2024 | 3,48% | 1,69 CHF | 1,72 CHF | 30 000 | 20 000 | 30 000 | 11 863 | 54 839 CHF | 22 223 CHF | 99,49% | 99,49% |
08/07/2024 | 3,46% | 2,02 CHF | 2,06 CHF | 30 000 | 20 000 | 30 000 | 10 171 | 64 030 CHF | 22 312 CHF | 99,61% | 99,61% |
05/07/2024 | 3,37% | 2,16 CHF | 2,20 CHF | 30 000 | 20 000 | 30 000 | 10 219 | 63 005 CHF | 22 107 CHF | 98,31% | 98,31% |
04/07/2024 | 3,38% | 2,12 CHF | 2,16 CHF | 30 000 | 20 000 | 30 000 | 10 530 | 62 416 CHF | 22 629 CHF | 88,23% | 88,23% |
03/07/2024 | 3,43% | 2,09 CHF | 2,13 CHF | 30 000 | 20 000 | 30 000 | 11 886 | 61 203 CHF | 25 114 CHF | 99,63% | 99,63% |