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 | 1,13% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 435 CHF | 71 238 CHF | 99,92% | 99,92% |
15/07/2024 | 1,37% | 1,45 CHF | 1,47 CHF | 50 000 | 50 000 | 37 029 | 37 029 | 53 975 CHF | 54 669 CHF | 93,84% | 93,84% |
12/07/2024 | 1,14% | 1,46 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 846 CHF | 71 656 CHF | 81,73% | 81,73% |
11/07/2024 | 1,11% | 1,43 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 614 CHF | 72 414 CHF | 83,80% | 83,80% |
10/07/2024 | 1,14% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 243 CHF | 76 108 CHF | 98,55% | 98,55% |
09/07/2024 | 1,03% | 1,57 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 721 CHF | 78 527 CHF | 100,00% | 100,00% |
08/07/2024 | 1,06% | 1,54 CHF | 1,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 669 CHF | 77 483 CHF | 99,97% | 99,97% |
05/07/2024 | 1,07% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 216 CHF | 79 055 CHF | 98,87% | 98,87% |
04/07/2024 | 1,60% | 1,62 CHF | 1,64 CHF | 50 000 | 50 000 | 26 857 | 26 857 | 43 013 CHF | 43 689 CHF | 100,00% | 100,00% |
03/07/2024 | 1,63% | 1,60 CHF | 1,62 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 40 105 CHF | 40 765 CHF | 99,73% | 99,73% |