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 | 1,74% | 1,04 CHF | 1,06 CHF | 50 000 | 7 500 | 54 423 | 7 500 | 54 520 CHF | 7 654 CHF | 100,00% | 100,00% |
15/07/2024 | 1,63% | 1,03 CHF | 1,04 CHF | 50 000 | 7 500 | 50 000 | 7 500 | 55 616 CHF | 8 480 CHF | 95,23% | 95,23% |
12/07/2024 | 1,92% | 1,14 CHF | 1,16 CHF | 50 000 | 7 500 | 50 000 | 7 500 | 58 496 CHF | 8 945 CHF | 99,01% | 99,01% |
11/07/2024 | 1,56% | 1,12 CHF | 1,14 CHF | 50 000 | 7 500 | 50 000 | 7 500 | 55 700 CHF | 8 486 CHF | 96,71% | 96,71% |
10/07/2024 | 1,81% | 0,98 CHF | 0,99 CHF | 60 000 | 7 500 | 60 000 | 7 500 | 57 143 CHF | 7 273 CHF | 100,00% | 100,00% |
09/07/2024 | 1,74% | 0,98 CHF | 0,99 CHF | 60 000 | 7 500 | 60 000 | 7 500 | 57 257 CHF | 7 283 CHF | 100,00% | 100,00% |
08/07/2024 | 1,73% | 0,95 CHF | 0,97 CHF | 60 000 | 7 500 | 60 000 | 7 500 | 56 622 CHF | 7 201 CHF | 99,80% | 99,80% |
05/07/2024 | 1,80% | 0,93 CHF | 0,95 CHF | 60 000 | 7 500 | 60 000 | 7 500 | 55 472 CHF | 7 060 CHF | 98,81% | 98,81% |
04/07/2024 | 1,88% | 0,90 CHF | 0,92 CHF | 60 000 | 7 500 | 60 652 | 7 500 | 53 667 CHF | 6 768 CHF | 100,00% | 100,00% |
03/07/2024 | 1,99% | 0,78 CHF | 0,80 CHF | 70 000 | 7 500 | 69 910 | 7 500 | 54 979 CHF | 6 018 CHF | 99,73% | 99,73% |