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 | 2,04% | 1,03 CHF | 1,05 CHF | 70 000 | 70 000 | 69 446 | 69 446 | 68 520 CHF | 69 920 CHF | 99,99% | 99,99% |
15/07/2024 | 2,08% | 0,95 CHF | 0,97 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 66 666 CHF | 68 066 CHF | 100,00% | 100,00% |
12/07/2024 | 2,21% | 0,93 CHF | 0,95 CHF | 70 000 | 70 000 | 78 718 | 78 718 | 70 508 CHF | 72 082 CHF | 100,00% | 100,00% |
11/07/2024 | 2,10% | 0,91 CHF | 0,93 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 66 063 CHF | 67 463 CHF | 99,99% | 99,99% |
10/07/2024 | 2,20% | 0,94 CHF | 0,96 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 62 938 CHF | 64 338 CHF | 100,00% | 100,00% |
09/07/2024 | 2,07% | 0,94 CHF | 0,96 CHF | 70 000 | 70 000 | 69 771 | 69 771 | 67 146 CHF | 68 546 CHF | 99,75% | 99,75% |
08/07/2024 | 2,14% | 0,96 CHF | 0,98 CHF | 70 000 | 70 000 | 69 877 | 69 877 | 64 739 CHF | 66 139 CHF | 99,27% | 99,27% |
05/07/2024 | 2,12% | 0,91 CHF | 0,93 CHF | 70 000 | 70 000 | 70 858 | 70 858 | 66 108 CHF | 67 526 CHF | 100,00% | 100,00% |
04/07/2024 | 2,19% | 0,88 CHF | 0,90 CHF | 80 000 | 80 000 | 72 642 | 72 642 | 65 502 CHF | 66 955 CHF | 99,20% | 99,20% |
03/07/2024 | 2,19% | 0,90 CHF | 0,92 CHF | 80 000 | 80 000 | 75 406 | 75 406 | 68 230 CHF | 69 738 CHF | 99,99% | 99,99% |