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 | 1,85% | 1,82 CHF | 1,85 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 44 190 CHF | 45 013 CHF | 99,58% | 99,58% |
15/07/2024 | 1,82% | 1,73 CHF | 1,76 CHF | 25 000 | 25 000 | 26 377 | 26 377 | 45 428 CHF | 46 253 CHF | 98,73% | 98,73% |
12/07/2024 | 1,35% | 1,70 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 156 CHF | 84 284 CHF | 99,38% | 99,38% |
11/07/2024 | 1,33% | 1,69 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 888 CHF | 87 038 CHF | 98,78% | 98,78% |
10/07/2024 | 1,41% | 1,71 CHF | 1,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 455 CHF | 84 637 CHF | 100,00% | 100,00% |
09/07/2024 | 1,30% | 1,72 CHF | 1,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 394 CHF | 88 536 CHF | 99,98% | 99,98% |
08/07/2024 | 1,32% | 1,74 CHF | 1,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 485 CHF | 86 617 CHF | 100,00% | 100,00% |
05/07/2024 | 1,29% | 1,70 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 470 CHF | 86 582 CHF | 57,37% | 57,37% |
04/07/2024 | 1,32% | 1,65 CHF | 1,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 576 CHF | 85 697 CHF | 71,69% | 71,69% |
03/07/2024 | 1,36% | 1,67 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 086 CHF | 85 240 CHF | 66,98% | 66,98% |