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 | 2,59% | 1,30 CHF | 1,33 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 285 CHF | 32 106 CHF | 99,49% | 99,49% |
15/07/2024 | 2,68% | 1,21 CHF | 1,24 CHF | 25 000 | 25 000 | 26 377 | 26 377 | 31 774 CHF | 32 624 CHF | 98,73% | 98,73% |
12/07/2024 | 2,03% | 1,18 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 320 CHF | 58 495 CHF | 99,38% | 99,38% |
11/07/2024 | 1,90% | 1,17 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 973 CHF | 61 123 CHF | 99,15% | 99,15% |
10/07/2024 | 1,97% | 1,19 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 598 CHF | 58 743 CHF | 100,00% | 100,00% |
09/07/2024 | 1,82% | 1,20 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 488 CHF | 62 617 CHF | 100,00% | 100,00% |
08/07/2024 | 1,90% | 1,23 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 614 CHF | 60 759 CHF | 99,84% | 99,84% |
05/07/2024 | 1,87% | 1,18 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 606 CHF | 60 729 CHF | 57,32% | 57,32% |
04/07/2024 | 2,01% | 1,13 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 723 CHF | 59 912 CHF | 71,51% | 71,51% |
03/07/2024 | 1,97% | 1,15 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 194 CHF | 59 350 CHF | 66,98% | 66,98% |