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 | 2,47% | 1,25 CHF | 1,28 CHF | 40 000 | 40 000 | 39 692 | 39 692 | 48 438 CHF | 49 638 CHF | 100,00% | 100,00% |
15/07/2024 | 2,34% | 1,24 CHF | 1,27 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 50 616 CHF | 51 816 CHF | 100,00% | 100,00% |
12/07/2024 | 2,41% | 1,26 CHF | 1,29 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 49 251 CHF | 50 451 CHF | 100,00% | 100,00% |
11/07/2024 | 2,38% | 1,27 CHF | 1,30 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 49 911 CHF | 51 111 CHF | 100,00% | 100,00% |
10/07/2024 | 2,43% | 1,24 CHF | 1,27 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 48 806 CHF | 50 006 CHF | 100,00% | 100,00% |
09/07/2024 | 2,43% | 1,20 CHF | 1,23 CHF | 40 000 | 40 000 | 39 854 | 39 854 | 49 006 CHF | 50 206 CHF | 99,75% | 99,75% |
08/07/2024 | 2,37% | 1,24 CHF | 1,27 CHF | 40 000 | 40 000 | 39 931 | 39 931 | 50 031 CHF | 51 231 CHF | 99,27% | 99,27% |
05/07/2024 | 2,46% | 1,23 CHF | 1,26 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 48 194 CHF | 49 394 CHF | 100,00% | 100,00% |
04/07/2024 | 2,52% | 1,18 CHF | 1,21 CHF | 50 000 | 50 000 | 47 364 | 47 364 | 55 561 CHF | 56 982 CHF | 99,57% | 99,57% |
03/07/2024 | 2,59% | 1,16 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 184 CHF | 58 684 CHF | 100,00% | 100,00% |