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 | 3,18% | 1,09 CHF | 1,13 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 27 439 CHF | 28 326 CHF | 90,29% | 90,29% |
15/07/2024 | 3,25% | 1,13 CHF | 1,16 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 753 CHF | 29 703 CHF | 99,62% | 99,62% |
12/07/2024 | 2,81% | 1,18 CHF | 1,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 369 CHF | 30 205 CHF | 98,70% | 98,70% |
11/07/2024 | 2,84% | 1,17 CHF | 1,21 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 769 CHF | 29 596 CHF | 99,09% | 99,09% |
10/07/2024 | 2,95% | 1,17 CHF | 1,21 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 120 CHF | 29 993 CHF | 100,00% | 100,00% |
09/07/2024 | 3,07% | 1,17 CHF | 1,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 772 CHF | 29 670 CHF | 100,00% | 100,00% |
08/07/2024 | 3,07% | 1,15 CHF | 1,19 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 27 765 CHF | 28 632 CHF | 99,98% | 99,98% |
05/07/2024 | 3,25% | 1,09 CHF | 1,13 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 26 562 CHF | 27 441 CHF | 95,40% | 95,40% |
04/07/2024 | 3,37% | 1,06 CHF | 1,09 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 25 217 CHF | 26 078 CHF | 97,88% | 97,88% |
03/07/2024 | 1,85% | 0,76 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 696 CHF | 39 070 CHF | 100,00% | 100,00% |