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 | 1,29% | 2,17 CHF | 2,20 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 63 996 CHF | 16 207 CHF | 100,00% | 100,00% |
15/07/2024 | 1,22% | 2,16 CHF | 2,19 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 67 668 CHF | 17 124 CHF | 92,97% | 92,97% |
12/07/2024 | 1,18% | 2,29 CHF | 2,32 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 69 591 CHF | 17 605 CHF | 99,01% | 99,01% |
11/07/2024 | 1,17% | 2,27 CHF | 2,29 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 67 739 CHF | 17 134 CHF | 97,35% | 97,35% |
10/07/2024 | 1,31% | 2,10 CHF | 2,12 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 62 083 CHF | 15 726 CHF | 100,00% | 100,00% |
09/07/2024 | 1,28% | 2,10 CHF | 2,12 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 62 071 CHF | 15 717 CHF | 100,00% | 100,00% |
08/07/2024 | 1,28% | 2,06 CHF | 2,08 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 61 441 CHF | 15 558 CHF | 99,77% | 99,77% |
05/07/2024 | 1,35% | 2,03 CHF | 2,06 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 60 695 CHF | 15 381 CHF | 98,81% | 98,81% |
04/07/2024 | 1,31% | 2,00 CHF | 2,02 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 59 278 CHF | 15 015 CHF | 100,00% | 100,00% |
03/07/2024 | 1,43% | 1,85 CHF | 1,88 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 55 564 CHF | 14 092 CHF | 99,73% | 99,73% |