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 | 2,39% | 1,38 CHF | 1,41 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 53 303 CHF | 27 296 CHF | 85,66% | 85,66% |
15/07/2024 | 2,40% | 1,36 CHF | 1,39 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 54 980 CHF | 28 157 CHF | 74,79% | 74,79% |
12/07/2024 | 2,41% | 1,42 CHF | 1,45 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 54 656 CHF | 27 995 CHF | 71,66% | 71,66% |
11/07/2024 | 2,06% | 1,61 CHF | 1,64 CHF | 40 000 | 10 000 | 39 783 | 10 000 | 64 878 CHF | 16 651 CHF | 92,63% | 92,63% |
10/07/2024 | 2,07% | 1,74 CHF | 1,77 CHF | 30 000 | 10 000 | 31 509 | 10 000 | 52 962 CHF | 17 173 CHF | 70,78% | 70,78% |
09/07/2024 | 1,98% | 1,67 CHF | 1,70 CHF | 30 000 | 10 000 | 31 002 | 10 000 | 52 350 CHF | 17 237 CHF | 90,84% | 90,84% |
08/07/2024 | 1,99% | 1,63 CHF | 1,67 CHF | 40 000 | 20 000 | 36 213 | 20 000 | 59 787 CHF | 33 736 CHF | 81,27% | 81,27% |
05/07/2024 | 2,08% | 1,62 CHF | 1,65 CHF | 40 000 | 20 000 | 39 703 | 19 901 | 64 260 CHF | 32 886 CHF | 96,50% | 96,50% |
04/07/2024 | 2,06% | 1,61 CHF | 1,64 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 63 974 CHF | 32 654 CHF | 99,56% | 99,56% |
03/07/2024 | 2,07% | 1,56 CHF | 1,59 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 62 560 CHF | 31 935 CHF | 92,20% | 92,20% |