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 | 2,34% | 1,32 CHF | 1,35 CHF | 40 000 | 40 000 | 39 693 | 39 693 | 51 028 CHF | 52 228 CHF | 99,99% | 99,99% |
15/07/2024 | 2,23% | 1,31 CHF | 1,34 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 53 293 CHF | 54 493 CHF | 99,99% | 99,99% |
12/07/2024 | 2,29% | 1,33 CHF | 1,36 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 51 824 CHF | 53 024 CHF | 100,00% | 100,00% |
11/07/2024 | 2,26% | 1,34 CHF | 1,37 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 52 493 CHF | 53 693 CHF | 100,00% | 100,00% |
10/07/2024 | 2,31% | 1,30 CHF | 1,33 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 51 254 CHF | 52 454 CHF | 100,00% | 100,00% |
09/07/2024 | 2,31% | 1,26 CHF | 1,29 CHF | 40 000 | 40 000 | 39 857 | 39 857 | 51 489 CHF | 52 689 CHF | 99,74% | 99,74% |
08/07/2024 | 2,27% | 1,30 CHF | 1,33 CHF | 40 000 | 40 000 | 39 930 | 39 930 | 52 309 CHF | 53 509 CHF | 99,27% | 99,27% |
05/07/2024 | 2,36% | 1,27 CHF | 1,30 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 50 183 CHF | 51 383 CHF | 100,00% | 100,00% |
04/07/2024 | 2,42% | 1,23 CHF | 1,26 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 48 938 CHF | 50 138 CHF | 99,61% | 99,61% |
03/07/2024 | 2,47% | 1,20 CHF | 1,23 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 47 960 CHF | 49 160 CHF | 100,00% | 100,00% |