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 | 1,18% | 2,53 CHF | 2,56 CHF | 10 000 | 10 000 | 9 917 | 9 917 | 25 403 CHF | 25 702 CHF | 99,99% | 99,99% |
15/07/2024 | 1,09% | 2,67 CHF | 2,70 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 27 276 CHF | 27 576 CHF | 99,99% | 99,99% |
12/07/2024 | 1,16% | 2,72 CHF | 2,75 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 25 818 CHF | 26 118 CHF | 100,00% | 100,00% |
11/07/2024 | 1,19% | 2,53 CHF | 2,56 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 25 110 CHF | 25 410 CHF | 99,97% | 99,99% |
10/07/2024 | 1,23% | 2,46 CHF | 2,49 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 24 173 CHF | 24 473 CHF | 99,99% | 99,99% |
09/07/2024 | 1,26% | 2,39 CHF | 2,42 CHF | 10 000 | 10 000 | 9 968 | 9 968 | 23 774 CHF | 24 074 CHF | 99,98% | 99,98% |
08/07/2024 | 1,27% | 2,36 CHF | 2,39 CHF | 10 000 | 10 000 | 9 983 | 9 983 | 23 596 CHF | 23 896 CHF | 99,99% | 99,99% |
05/07/2024 | 1,23% | 2,44 CHF | 2,47 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 24 202 CHF | 24 502 CHF | 99,99% | 99,99% |
04/07/2024 | 1,30% | 2,34 CHF | 2,37 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 23 000 CHF | 23 300 CHF | 100,00% | 100,00% |
03/07/2024 | 1,42% | 2,18 CHF | 2,21 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 20 915 CHF | 21 215 CHF | 100,00% | 100,00% |