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 | 1,85% | 1,00 CHF | 1,02 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 37 069 CHF | 37 762 CHF | 100,00% | 100,00% |
15/07/2024 | 1,27% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 689 CHF | 59 439 CHF | 99,61% | 99,61% |
12/07/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 718 CHF | 59 468 CHF | 99,01% | 99,01% |
11/07/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 496 CHF | 60 246 CHF | 93,88% | 93,88% |
10/07/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 581 CHF | 57 331 CHF | 100,00% | 100,00% |
09/07/2024 | 1,22% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 050 CHF | 61 800 CHF | 100,00% | 100,00% |
08/07/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 329 CHF | 63 079 CHF | 97,53% | 97,53% |
05/07/2024 | 1,21% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 689 CHF | 62 439 CHF | 98,69% | 98,69% |
04/07/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 425 CHF | 62 175 CHF | 87,44% | 87,44% |
03/07/2024 | 1,24% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 144 CHF | 60 894 CHF | 99,95% | 99,95% |