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 | 1,81% | 0,78 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 577 CHF | 58 630 CHF | 100,00% | 100,00% |
15/07/2024 | 1,96% | 0,75 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 408 CHF | 58 541 CHF | 98,73% | 98,73% |
12/07/2024 | 3,34% | 0,78 CHF | 0,81 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 28 592 CHF | 29 564 CHF | 99,38% | 99,38% |
11/07/2024 | 3,11% | 0,77 CHF | 0,80 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 30 912 CHF | 31 888 CHF | 99,08% | 99,08% |
10/07/2024 | 1,21% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 788 CHF | 84 804 CHF | 100,00% | 100,00% |
09/07/2024 | 1,41% | 1,11 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 157 CHF | 83 322 CHF | 100,00% | 100,00% |
08/07/2024 | 1,36% | 1,04 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 174 CHF | 81 269 CHF | 100,00% | 100,00% |
05/07/2024 | 1,47% | 1,03 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 997 CHF | 79 150 CHF | 99,62% | 99,62% |
04/07/2024 | 1,41% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 317 CHF | 79 432 CHF | 100,00% | 100,00% |
03/07/2024 | 1,57% | 1,04 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 616 CHF | 77 830 CHF | 99,73% | 99,73% |