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 | 3,55% | 1,25 CHF | 1,27 CHF | 40 000 | 25 000 | 40 547 | 13 209 | 51 768 CHF | 17 362 CHF | 99,45% | 99,45% |
15/07/2024 | 3,78% | 1,40 CHF | 1,43 CHF | 40 000 | 25 000 | 40 000 | 13 214 | 53 923 CHF | 18 587 CHF | 99,33% | 99,33% |
12/07/2024 | 3,74% | 1,52 CHF | 1,55 CHF | 40 000 | 20 000 | 40 000 | 11 873 | 62 463 CHF | 19 099 CHF | 99,63% | 99,63% |
11/07/2024 | 3,61% | 1,73 CHF | 1,76 CHF | 30 000 | 20 000 | 37 750 | 12 234 | 60 761 CHF | 20 635 CHF | 92,56% | 92,56% |
10/07/2024 | 3,17% | 1,73 CHF | 1,76 CHF | 30 000 | 25 000 | 35 045 | 13 989 | 57 398 CHF | 23 984 CHF | 80,03% | 80,03% |
09/07/2024 | 3,49% | 1,56 CHF | 1,58 CHF | 40 000 | 25 000 | 40 000 | 13 204 | 56 866 CHF | 19 618 CHF | 99,61% | 99,61% |
08/07/2024 | 3,49% | 1,33 CHF | 1,36 CHF | 40 000 | 25 000 | 48 339 | 13 205 | 59 897 CHF | 17 018 CHF | 99,62% | 99,62% |
05/07/2024 | 3,55% | 1,26 CHF | 1,28 CHF | 40 000 | 25 000 | 40 000 | 13 263 | 51 133 CHF | 17 564 CHF | 98,32% | 98,32% |
04/07/2024 | 3,44% | 1,29 CHF | 1,32 CHF | 40 000 | 25 000 | 40 000 | 13 636 | 51 994 CHF | 18 290 CHF | 88,23% | 88,23% |
03/07/2024 | 3,49% | 1,32 CHF | 1,34 CHF | 40 000 | 25 000 | 40 000 | 13 220 | 53 421 CHF | 18 171 CHF | 99,62% | 99,62% |