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 | 1,70% | 1,30 CHF | 1,31 CHF | 150 000 | 150 000 | 69 085 | 69 085 | 93 585 CHF | 94 840 CHF | 97,04% | 97,04% |
15/07/2024 | 1,75% | 1,37 CHF | 1,38 CHF | 155 000 | 155 000 | 69 454 | 69 454 | 93 097 CHF | 94 357 CHF | 99,99% | 99,99% |
12/07/2024 | 1,76% | 1,36 CHF | 1,37 CHF | 155 000 | 155 000 | 68 428 | 68 428 | 90 697 CHF | 91 932 CHF | 99,98% | 99,98% |
11/07/2024 | 1,78% | 1,27 CHF | 1,28 CHF | 150 000 | 150 000 | 67 387 | 67 387 | 87 487 CHF | 88 711 CHF | 99,82% | 99,82% |
10/07/2024 | 1,77% | 1,32 CHF | 1,33 CHF | 150 000 | 150 000 | 67 410 | 67 410 | 88 357 CHF | 89 581 CHF | 100,00% | 100,00% |
09/07/2024 | 2,41% | 1,29 CHF | 1,30 CHF | 150 000 | 150 000 | 67 439 | 67 439 | 85 864 CHF | 87 421 CHF | 99,77% | 99,77% |
08/07/2024 | 2,07% | 1,19 CHF | 1,20 CHF | 145 000 | 145 000 | 66 583 | 66 583 | 81 866 CHF | 83 241 CHF | 99,92% | 99,92% |
05/07/2024 | 1,79% | 1,29 CHF | 1,30 CHF | 150 000 | 150 000 | 67 201 | 67 201 | 87 475 CHF | 88 698 CHF | 99,70% | 99,70% |
04/07/2024 | 2,22% | 1,30 CHF | 1,32 CHF | 60 000 | 60 000 | 48 304 | 48 304 | 62 297 CHF | 63 601 CHF | 99,95% | 99,95% |
03/07/2024 | 2,41% | 1,31 CHF | 1,32 CHF | 150 000 | 150 000 | 67 365 | 67 365 | 87 017 CHF | 88 588 CHF | 100,00% | 100,00% |