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 | 2,09% | 1,45 CHF | 1,46 CHF | 80 000 | 80 000 | 37 012 | 37 012 | 54 575 CHF | 55 456 CHF | 99,75% | 99,75% |
15/07/2024 | 2,28% | 1,43 CHF | 1,44 CHF | 80 000 | 80 000 | 37 286 | 37 286 | 51 574 CHF | 52 460 CHF | 100,00% | 100,00% |
12/07/2024 | 2,31% | 1,32 CHF | 1,33 CHF | 80 000 | 80 000 | 37 256 | 37 256 | 49 836 CHF | 50 722 CHF | 99,92% | 99,92% |
11/07/2024 | 2,18% | 1,35 CHF | 1,36 CHF | 80 000 | 80 000 | 37 299 | 37 299 | 52 034 CHF | 52 920 CHF | 99,60% | 99,60% |
10/07/2024 | 2,20% | 1,47 CHF | 1,48 CHF | 80 000 | 80 000 | 37 307 | 37 307 | 53 214 CHF | 54 102 CHF | 99,64% | 99,64% |
09/07/2024 | 2,30% | 1,33 CHF | 1,34 CHF | 80 000 | 80 000 | 37 245 | 37 245 | 49 839 CHF | 50 723 CHF | 99,70% | 99,70% |
08/07/2024 | 1,95% | 1,34 CHF | 1,35 CHF | 90 000 | 90 000 | 44 680 | 44 680 | 54 754 CHF | 55 617 CHF | 99,99% | 99,99% |
05/07/2024 | 1,95% | 1,20 CHF | 1,21 CHF | 90 000 | 90 000 | 44 818 | 44 818 | 53 538 CHF | 54 404 CHF | 99,65% | 99,65% |
04/07/2024 | 2,16% | 1,17 CHF | 1,19 CHF | 40 000 | 40 000 | 29 280 | 29 280 | 35 070 CHF | 35 779 CHF | 99,67% | 99,67% |
03/07/2024 | 1,99% | 1,22 CHF | 1,23 CHF | 90 000 | 90 000 | 44 731 | 44 731 | 52 898 CHF | 53 763 CHF | 100,00% | 100,00% |