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 | 1,05% | 2,28 CHF | 2,30 CHF | 70 000 | 70 000 | 68 670 | 68 670 | 136 941 CHF | 138 336 CHF | 100,00% | 100,00% |
15/07/2024 | 1,05% | 1,97 CHF | 1,99 CHF | 70 000 | 70 000 | 69 234 | 69 234 | 134 657 CHF | 136 052 CHF | 100,00% | 100,00% |
12/07/2024 | 1,14% | 1,90 CHF | 1,92 CHF | 70 000 | 70 000 | 69 222 | 69 222 | 124 736 CHF | 126 131 CHF | 98,46% | 98,46% |
11/07/2024 | 1,16% | 1,80 CHF | 1,82 CHF | 70 000 | 70 000 | 69 226 | 69 226 | 122 032 CHF | 123 427 CHF | 98,70% | 98,70% |
10/07/2024 | 1,31% | 1,61 CHF | 1,63 CHF | 70 000 | 70 000 | 69 234 | 69 234 | 108 163 CHF | 109 558 CHF | 100,00% | 100,00% |
09/07/2024 | 1,28% | 1,55 CHF | 1,57 CHF | 70 000 | 70 000 | 69 076 | 69 076 | 110 772 CHF | 112 167 CHF | 100,00% | 100,00% |
08/07/2024 | 1,24% | 1,68 CHF | 1,70 CHF | 70 000 | 70 000 | 69 074 | 69 074 | 114 086 CHF | 115 480 CHF | 98,21% | 98,21% |
05/07/2024 | 1,27% | 1,62 CHF | 1,64 CHF | 70 000 | 70 000 | 69 234 | 69 234 | 111 166 CHF | 112 561 CHF | 100,00% | 100,00% |
04/07/2024 | 1,24% | 1,63 CHF | 1,65 CHF | 36 000 | 36 000 | 62 067 | 62 067 | 102 351 CHF | 103 599 CHF | 100,00% | 100,00% |
03/07/2024 | 1,24% | 1,60 CHF | 1,62 CHF | 70 000 | 70 000 | 69 234 | 69 234 | 114 215 CHF | 115 610 CHF | 100,00% | 100,00% |