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 | 1,28% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 25 759 | 25 759 | 36 012 CHF | 36 426 CHF | 99,65% | 99,65% |
15/07/2024 | 1,27% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 26 040 | 26 040 | 36 896 CHF | 37 312 CHF | 99,46% | 99,46% |
12/07/2024 | 1,48% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 25 997 | 25 997 | 37 200 CHF | 37 688 CHF | 98,80% | 98,80% |
11/07/2024 | 1,46% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 25 854 | 25 854 | 41 041 CHF | 41 564 CHF | 98,63% | 98,63% |
10/07/2024 | 1,48% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 25 902 | 25 902 | 40 982 CHF | 41 505 CHF | 99,17% | 99,17% |
09/07/2024 | 1,52% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 25 839 | 25 839 | 39 511 CHF | 40 028 CHF | 99,11% | 99,11% |
08/07/2024 | 1,24% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 25 949 | 25 949 | 37 592 CHF | 38 008 CHF | 99,50% | 99,50% |
05/07/2024 | 1,43% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 24 548 | 24 548 | 32 172 CHF | 32 575 CHF | 99,36% | 99,36% |
04/07/2024 | 1,49% | 1,34 CHF | 1,36 CHF | 20 000 | 20 000 | 19 921 | 19 921 | 26 621 CHF | 27 020 CHF | 99,80% | 99,80% |
03/07/2024 | 1,26% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 26 092 | 26 092 | 36 851 CHF | 37 268 CHF | 100,00% | 100,00% |