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 | 2,14% | 1,48 CHF | 1,51 CHF | 40 000 | 40 000 | 44 286 | 44 286 | 62 316 CHF | 63 656 CHF | 99,99% | 99,99% |
15/07/2024 | 2,19% | 1,35 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 672 CHF | 69 172 CHF | 100,00% | 100,00% |
12/07/2024 | 2,35% | 1,32 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 018 CHF | 64 518 CHF | 100,00% | 100,00% |
11/07/2024 | 2,22% | 1,29 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 750 CHF | 68 250 CHF | 99,99% | 99,99% |
10/07/2024 | 2,37% | 1,33 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 735 CHF | 64 235 CHF | 100,00% | 100,00% |
09/07/2024 | 2,20% | 1,31 CHF | 1,34 CHF | 40 000 | 40 000 | 39 894 | 39 894 | 54 175 CHF | 55 376 CHF | 99,74% | 99,74% |
08/07/2024 | 2,30% | 1,35 CHF | 1,38 CHF | 50 000 | 50 000 | 49 916 | 49 916 | 64 694 CHF | 66 194 CHF | 99,27% | 99,27% |
05/07/2024 | 2,27% | 1,28 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 471 CHF | 66 971 CHF | 100,00% | 100,00% |
04/07/2024 | 2,37% | 1,21 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 730 CHF | 64 230 CHF | 99,39% | 99,39% |
03/07/2024 | 2,35% | 1,24 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 988 CHF | 64 488 CHF | 100,00% | 100,00% |