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 | 2,44% | 1,36 CHF | 1,39 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 32 817 CHF | 33 627 CHF | 99,58% | 99,58% |
15/07/2024 | 2,49% | 1,27 CHF | 1,31 CHF | 25 000 | 25 000 | 26 377 | 26 377 | 33 519 CHF | 34 352 CHF | 98,73% | 98,73% |
12/07/2024 | 1,92% | 1,25 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 801 CHF | 61 981 CHF | 99,38% | 99,38% |
11/07/2024 | 1,82% | 1,24 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 215 CHF | 64 375 CHF | 99,16% | 99,16% |
10/07/2024 | 1,86% | 1,26 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 922 CHF | 62 062 CHF | 100,00% | 100,00% |
09/07/2024 | 1,72% | 1,26 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 616 CHF | 65 735 CHF | 100,00% | 100,00% |
08/07/2024 | 1,82% | 1,29 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 818 CHF | 63 974 CHF | 100,00% | 100,00% |
05/07/2024 | 1,80% | 1,24 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 765 CHF | 63 903 CHF | 56,97% | 56,97% |
04/07/2024 | 1,81% | 1,20 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 969 CHF | 63 098 CHF | 71,69% | 71,69% |
03/07/2024 | 1,80% | 1,22 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 529 CHF | 62 647 CHF | 66,98% | 66,98% |