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 | 7,37% | 1,88 CHF | 1,96 CHF | 75 000 | 75 000 | 35 171 | 35 171 | 64 694 CHF | 68 838 CHF | 99,44% | 99,44% |
15/07/2024 | 8,07% | 1,72 CHF | 1,89 CHF | 50 000 | 50 000 | 26 094 | 26 094 | 50 888 CHF | 54 981 CHF | 83,82% | 99,32% |
12/07/2024 | 7,28% | 1,91 CHF | 1,99 CHF | 75 000 | 75 000 | 35 550 | 35 550 | 67 338 CHF | 71 619 CHF | 97,10% | 97,10% |
11/07/2024 | 6,90% | 1,86 CHF | 1,92 CHF | 75 000 | 75 000 | 52 830 | 52 830 | 88 265 CHF | 93 944 CHF | 98,02% | 98,02% |
10/07/2024 | 7,11% | 1,67 CHF | 1,73 CHF | 75 000 | 75 000 | 52 711 | 52 711 | 80 708 CHF | 86 101 CHF | 99,57% | 99,57% |
09/07/2024 | 7,09% | 1,45 CHF | 1,51 CHF | 75 000 | 75 000 | 52 708 | 52 708 | 78 344 CHF | 83 662 CHF | 99,63% | 99,63% |
08/07/2024 | 6,81% | 1,53 CHF | 1,58 CHF | 75 000 | 75 000 | 52 710 | 52 710 | 78 634 CHF | 83 717 CHF | 99,63% | 99,63% |
05/07/2024 | 6,97% | 1,45 CHF | 1,51 CHF | 75 000 | 75 000 | 52 796 | 52 796 | 81 391 CHF | 86 850 CHF | 98,31% | 98,31% |
04/07/2024 | 6,83% | 1,60 CHF | 1,66 CHF | 75 000 | 75 000 | 52 766 | 52 766 | 83 812 CHF | 89 253 CHF | 98,52% | 98,52% |
03/07/2024 | 6,70% | 1,61 CHF | 1,68 CHF | 75 000 | 75 000 | 52 759 | 52 759 | 84 538 CHF | 90 028 CHF | 99,63% | 99,63% |