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 | 1,36% | 1,99 CHF | 2,02 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 58 447 CHF | 14 811 CHF | 99,45% | 99,45% |
15/07/2024 | 1,32% | 1,97 CHF | 2,00 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 62 083 CHF | 15 727 CHF | 95,21% | 95,21% |
12/07/2024 | 1,27% | 2,10 CHF | 2,13 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 63 961 CHF | 16 194 CHF | 99,01% | 99,01% |
11/07/2024 | 1,29% | 2,08 CHF | 2,11 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 62 114 CHF | 15 730 CHF | 96,10% | 96,10% |
10/07/2024 | 1,38% | 1,91 CHF | 1,94 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 56 573 CHF | 14 340 CHF | 100,00% | 100,00% |
09/07/2024 | 1,39% | 1,91 CHF | 1,94 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 56 551 CHF | 14 335 CHF | 100,00% | 100,00% |
08/07/2024 | 1,44% | 1,87 CHF | 1,90 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 55 893 CHF | 14 176 CHF | 99,80% | 99,80% |
05/07/2024 | 1,45% | 1,85 CHF | 1,88 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 55 201 CHF | 14 002 CHF | 98,81% | 98,81% |
04/07/2024 | 1,50% | 1,81 CHF | 1,84 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 53 783 CHF | 13 649 CHF | 100,00% | 100,00% |
03/07/2024 | 1,59% | 1,67 CHF | 1,70 CHF | 30 000 | 7 500 | 33 254 | 7 500 | 55 480 CHF | 12 742 CHF | 99,73% | 99,73% |