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 | 0,94% | 2,00 CHF | 2,02 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 58 821 CHF | 14 844 CHF | 100,00% | 100,00% |
15/07/2024 | 0,87% | 1,99 CHF | 2,01 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 62 789 CHF | 15 835 CHF | 92,97% | 92,97% |
12/07/2024 | 0,82% | 2,13 CHF | 2,15 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 64 886 CHF | 16 355 CHF | 99,01% | 99,01% |
11/07/2024 | 0,84% | 2,10 CHF | 2,12 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 62 628 CHF | 15 788 CHF | 97,35% | 97,35% |
10/07/2024 | 0,89% | 1,92 CHF | 1,93 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 56 636 CHF | 14 285 CHF | 100,00% | 100,00% |
09/07/2024 | 0,86% | 1,92 CHF | 1,94 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 56 674 CHF | 14 291 CHF | 100,00% | 100,00% |
08/07/2024 | 0,90% | 1,88 CHF | 1,90 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 56 179 CHF | 14 172 CHF | 99,80% | 99,80% |
05/07/2024 | 0,93% | 1,86 CHF | 1,88 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 55 409 CHF | 13 981 CHF | 98,81% | 98,81% |
04/07/2024 | 0,93% | 1,82 CHF | 1,83 CHF | 30 000 | 7 500 | 30 005 | 7 500 | 53 808 CHF | 13 576 CHF | 100,00% | 100,00% |
03/07/2024 | 0,98% | 1,65 CHF | 1,67 CHF | 40 000 | 7 500 | 34 467 | 7 500 | 56 964 CHF | 12 549 CHF | 99,73% | 99,73% |