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 | 1,52% | 1,25 CHF | 1,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 95 160 CHF | 96 620 CHF | 97,13% | 97,13% |
15/07/2024 | 1,80% | 1,32 CHF | 1,34 CHF | 75 000 | 75 000 | 55 183 | 55 183 | 74 195 CHF | 75 455 CHF | 95,95% | 95,95% |
12/07/2024 | 2,27% | 1,34 CHF | 1,37 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 47 727 CHF | 48 822 CHF | 99,01% | 99,01% |
11/07/2024 | 1,54% | 1,25 CHF | 1,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 93 140 CHF | 94 583 CHF | 98,24% | 98,24% |
10/07/2024 | 1,59% | 1,22 CHF | 1,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 571 CHF | 91 010 CHF | 100,00% | 100,00% |
09/07/2024 | 1,61% | 1,18 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 329 CHF | 89 765 CHF | 94,12% | 94,12% |
08/07/2024 | 1,64% | 1,17 CHF | 1,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 606 CHF | 89 057 CHF | 99,89% | 99,89% |
05/07/2024 | 1,55% | 1,20 CHF | 1,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 639 CHF | 91 040 CHF | 98,09% | 98,09% |
04/07/2024 | 1,63% | 1,16 CHF | 1,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 235 CHF | 86 634 CHF | 97,51% | 97,51% |
03/07/2024 | 1,81% | 1,07 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 332 CHF | 78 742 CHF | 99,71% | 99,71% |