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 | 1,82% | 1,45 CHF | 1,49 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 56 235 CHF | 28 635 CHF | 85,66% | 85,66% |
15/07/2024 | 2,01% | 1,43 CHF | 1,45 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 58 091 CHF | 29 635 CHF | 97,10% | 97,10% |
12/07/2024 | 2,04% | 1,50 CHF | 1,54 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 57 857 CHF | 29 526 CHF | 72,07% | 72,07% |
11/07/2024 | 1,94% | 1,67 CHF | 1,70 CHF | 30 000 | 10 000 | 30 681 | 10 000 | 51 922 CHF | 17 263 CHF | 92,63% | 92,63% |
10/07/2024 | 2,01% | 1,78 CHF | 1,81 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 52 145 CHF | 17 735 CHF | 72,28% | 72,28% |
09/07/2024 | 1,86% | 1,73 CHF | 1,76 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 52 142 CHF | 17 706 CHF | 96,15% | 96,15% |
08/07/2024 | 2,01% | 1,69 CHF | 1,72 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 51 197 CHF | 34 826 CHF | 90,19% | 90,19% |
05/07/2024 | 2,11% | 1,68 CHF | 1,71 CHF | 30 000 | 20 000 | 31 721 | 19 903 | 53 111 CHF | 34 052 CHF | 98,87% | 98,87% |
04/07/2024 | 2,03% | 1,66 CHF | 1,69 CHF | 40 000 | 20 000 | 36 389 | 20 000 | 60 201 CHF | 33 806 CHF | 99,56% | 99,56% |
03/07/2024 | 2,00% | 1,63 CHF | 1,66 CHF | 40 000 | 20 000 | 39 482 | 20 000 | 64 260 CHF | 33 220 CHF | 95,00% | 95,00% |