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 | 1,10% | 2,63 CHF | 2,66 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 65 166 CHF | 65 888 CHF | 100,00% | 100,00% |
15/07/2024 | 1,06% | 2,61 CHF | 2,64 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 65 060 CHF | 65 754 CHF | 60,65% | 60,65% |
12/07/2024 | 1,16% | 2,61 CHF | 2,64 CHF | 25 000 | 25 000 | 25 988 | 25 000 | 65 815 CHF | 64 132 CHF | 99,01% | 99,01% |
11/07/2024 | 1,20% | 2,51 CHF | 2,54 CHF | 25 000 | 25 000 | 28 301 | 25 000 | 69 798 CHF | 62 522 CHF | 99,09% | 99,09% |
10/07/2024 | 1,14% | 2,38 CHF | 2,41 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 72 275 CHF | 60 922 CHF | 100,00% | 100,00% |
09/07/2024 | 1,15% | 2,38 CHF | 2,40 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 72 116 CHF | 60 794 CHF | 100,00% | 100,00% |
08/07/2024 | 1,16% | 2,45 CHF | 2,47 CHF | 30 000 | 25 000 | 29 454 | 25 000 | 72 619 CHF | 62 375 CHF | 100,00% | 100,00% |
05/07/2024 | 1,16% | 2,42 CHF | 2,45 CHF | 30 000 | 25 000 | 29 886 | 25 000 | 73 279 CHF | 62 019 CHF | 98,86% | 98,86% |
04/07/2024 | 1,20% | 2,36 CHF | 2,39 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 71 307 CHF | 60 137 CHF | 100,00% | 100,00% |
03/07/2024 | 1,23% | 2,29 CHF | 2,32 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 68 304 CHF | 57 627 CHF | 99,82% | 99,82% |