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 | 2,03% | 1,15 CHF | 1,17 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 55 206 CHF | 22 536 CHF | 85,66% | 85,66% |
15/07/2024 | 2,11% | 1,12 CHF | 1,14 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 57 207 CHF | 23 372 CHF | 97,10% | 97,10% |
12/07/2024 | 2,08% | 1,20 CHF | 1,22 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 57 024 CHF | 23 289 CHF | 72,07% | 72,07% |
11/07/2024 | 1,76% | 1,34 CHF | 1,36 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 54 448 CHF | 13 854 CHF | 92,63% | 92,63% |
10/07/2024 | 1,66% | 1,44 CHF | 1,46 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 56 140 CHF | 14 270 CHF | 72,28% | 72,28% |
09/07/2024 | 1,93% | 1,39 CHF | 1,41 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 55 915 CHF | 14 252 CHF | 96,15% | 96,15% |
08/07/2024 | 1,66% | 1,36 CHF | 1,38 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 54 927 CHF | 27 922 CHF | 90,19% | 90,19% |
05/07/2024 | 1,94% | 1,34 CHF | 1,37 CHF | 40 000 | 20 000 | 39 710 | 19 903 | 53 415 CHF | 27 296 CHF | 98,87% | 98,87% |
04/07/2024 | 1,70% | 1,33 CHF | 1,35 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 53 124 CHF | 27 017 CHF | 99,56% | 99,56% |
03/07/2024 | 1,76% | 1,30 CHF | 1,32 CHF | 40 000 | 20 000 | 40 032 | 20 000 | 52 067 CHF | 26 477 CHF | 95,00% | 95,00% |