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 | 2,10% | 0,99 CHF | 1,01 CHF | 30 000 | 30 000 | 29 770 | 29 770 | 28 489 CHF | 29 089 CHF | 99,99% | 99,99% |
15/07/2024 | 1,79% | 1,07 CHF | 1,09 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 33 212 CHF | 33 812 CHF | 100,00% | 100,00% |
12/07/2024 | 1,71% | 1,16 CHF | 1,18 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 34 828 CHF | 35 428 CHF | 100,00% | 100,00% |
11/07/2024 | 1,66% | 1,17 CHF | 1,19 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 35 893 CHF | 36 493 CHF | 99,99% | 99,99% |
10/07/2024 | 1,71% | 1,16 CHF | 1,18 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 34 725 CHF | 35 325 CHF | 100,00% | 100,00% |
09/07/2024 | 1,66% | 1,12 CHF | 1,14 CHF | 30 000 | 30 000 | 20 019 | 20 019 | 24 069 CHF | 24 471 CHF | 100,00% | 100,00% |
08/07/2024 | 1,60% | 1,24 CHF | 1,26 CHF | 30 000 | 30 000 | 29 949 | 29 949 | 37 247 CHF | 37 847 CHF | 100,00% | 100,00% |
05/07/2024 | 1,76% | 1,16 CHF | 1,18 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 33 767 CHF | 34 367 CHF | 99,96% | 99,96% |
04/07/2024 | 1,86% | 1,04 CHF | 1,06 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 31 996 CHF | 32 596 CHF | 100,00% | 100,00% |
03/07/2024 | 1,89% | 1,05 CHF | 1,07 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 31 436 CHF | 32 036 CHF | 100,00% | 100,00% |