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 | 2,04% | 1,38 CHF | 1,41 CHF | 40 000 | 7 500 | 40 000 | 7 500 | 53 752 CHF | 10 286 CHF | 100,00% | 100,00% |
15/07/2024 | 1,86% | 1,37 CHF | 1,40 CHF | 40 000 | 7 500 | 40 000 | 7 500 | 58 481 CHF | 11 171 CHF | 95,21% | 95,21% |
12/07/2024 | 1,80% | 1,50 CHF | 1,52 CHF | 40 000 | 7 500 | 40 000 | 7 500 | 60 936 CHF | 11 633 CHF | 99,01% | 99,01% |
11/07/2024 | 1,82% | 1,47 CHF | 1,50 CHF | 40 000 | 7 500 | 40 000 | 7 500 | 58 534 CHF | 11 177 CHF | 97,00% | 97,00% |
10/07/2024 | 2,07% | 1,31 CHF | 1,34 CHF | 40 000 | 7 500 | 40 315 | 7 500 | 51 790 CHF | 9 840 CHF | 100,00% | 100,00% |
09/07/2024 | 2,07% | 1,31 CHF | 1,34 CHF | 40 000 | 7 500 | 40 000 | 7 500 | 51 445 CHF | 9 848 CHF | 100,00% | 100,00% |
08/07/2024 | 2,07% | 1,28 CHF | 1,31 CHF | 40 000 | 7 500 | 40 521 | 7 500 | 51 568 CHF | 9 748 CHF | 99,80% | 99,80% |
05/07/2024 | 2,07% | 1,26 CHF | 1,29 CHF | 40 000 | 7 500 | 43 010 | 7 500 | 53 712 CHF | 9 578 CHF | 98,81% | 98,81% |
04/07/2024 | 1,93% | 1,23 CHF | 1,25 CHF | 50 000 | 7 500 | 50 000 | 7 500 | 60 393 CHF | 9 236 CHF | 100,00% | 100,00% |
03/07/2024 | 1,52% | 1,09 CHF | 1,11 CHF | 50 000 | 7 500 | 50 000 | 7 500 | 54 722 CHF | 8 334 CHF | 99,73% | 99,73% |