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 | 1,49% | 1,80 CHF | 1,83 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 52 981 CHF | 13 445 CHF | 100,00% | 100,00% |
15/07/2024 | 1,45% | 1,79 CHF | 1,82 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 56 554 CHF | 14 345 CHF | 95,22% | 95,22% |
12/07/2024 | 1,45% | 1,92 CHF | 1,95 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 58 385 CHF | 14 809 CHF | 98,85% | 98,85% |
11/07/2024 | 1,40% | 1,89 CHF | 1,92 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 56 604 CHF | 14 350 CHF | 97,35% | 97,35% |
10/07/2024 | 1,55% | 1,73 CHF | 1,76 CHF | 30 000 | 7 500 | 30 315 | 7 500 | 51 693 CHF | 12 994 CHF | 100,00% | 100,00% |
09/07/2024 | 1,56% | 1,73 CHF | 1,76 CHF | 30 000 | 7 500 | 30 016 | 7 500 | 51 181 CHF | 12 990 CHF | 100,00% | 100,00% |
08/07/2024 | 1,59% | 1,69 CHF | 1,72 CHF | 30 000 | 7 500 | 30 871 | 7 500 | 51 928 CHF | 12 824 CHF | 99,80% | 99,80% |
05/07/2024 | 1,59% | 1,67 CHF | 1,70 CHF | 30 000 | 7 500 | 34 471 | 7 500 | 57 143 CHF | 12 653 CHF | 98,81% | 98,81% |
04/07/2024 | 1,66% | 1,63 CHF | 1,66 CHF | 40 000 | 7 500 | 40 000 | 7 500 | 64 588 CHF | 12 314 CHF | 100,00% | 100,00% |
03/07/2024 | 1,69% | 1,50 CHF | 1,52 CHF | 40 000 | 7 500 | 40 000 | 7 500 | 59 911 CHF | 11 424 CHF | 99,73% | 99,73% |