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 | 1,91% | 1,09 CHF | 1,11 CHF | 30 000 | 30 000 | 29 772 | 29 772 | 31 377 CHF | 31 977 CHF | 99,99% | 99,99% |
15/07/2024 | 1,73% | 1,09 CHF | 1,11 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 34 346 CHF | 34 946 CHF | 100,00% | 100,00% |
12/07/2024 | 1,80% | 1,12 CHF | 1,14 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 33 014 CHF | 33 614 CHF | 100,00% | 100,00% |
11/07/2024 | 1,70% | 1,17 CHF | 1,19 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 35 079 CHF | 35 679 CHF | 99,98% | 99,98% |
10/07/2024 | 1,79% | 1,15 CHF | 1,17 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 33 181 CHF | 33 781 CHF | 100,00% | 100,00% |
09/07/2024 | 1,87% | 1,04 CHF | 1,06 CHF | 30 000 | 30 000 | 30 158 | 30 158 | 32 012 CHF | 32 616 CHF | 100,00% | 100,00% |
08/07/2024 | 1,88% | 1,02 CHF | 1,04 CHF | 40 000 | 40 000 | 39 931 | 39 931 | 42 202 CHF | 43 002 CHF | 100,00% | 100,00% |
05/07/2024 | 2,12% | 0,89 CHF | 0,91 CHF | 40 000 | 40 000 | 39 996 | 39 996 | 37 391 CHF | 38 191 CHF | 100,00% | 100,00% |
04/07/2024 | 2,13% | 0,94 CHF | 0,96 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 37 169 CHF | 37 969 CHF | 100,00% | 100,00% |
03/07/2024 | 2,41% | 0,83 CHF | 0,85 CHF | 40 000 | 40 000 | 39 998 | 39 998 | 32 816 CHF | 33 616 CHF | 99,95% | 99,95% |