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 | 1,40% | 3,14 CHF | 3,18 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 65 229 CHF | 24 805 CHF | 99,94% | 99,94% |
15/07/2024 | 1,82% | 3,08 CHF | 3,13 CHF | 20 000 | 7 500 | 11 488 | 5 536 | 35 338 CHF | 17 189 CHF | 94,82% | 94,82% |
12/07/2024 | 1,50% | 3,06 CHF | 3,11 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 64 895 CHF | 24 702 CHF | 83,96% | 83,96% |
11/07/2024 | 1,51% | 3,18 CHF | 3,23 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 63 780 CHF | 24 281 CHF | 86,33% | 86,33% |
10/07/2024 | 1,39% | 3,22 CHF | 3,26 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 58 786 CHF | 29 803 CHF | 100,00% | 100,00% |
09/07/2024 | 1,50% | 2,71 CHF | 2,75 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 55 355 CHF | 28 094 CHF | 99,92% | 99,92% |
08/07/2024 | 1,47% | 2,80 CHF | 2,85 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 56 958 CHF | 28 902 CHF | 100,00% | 100,00% |
05/07/2024 | 1,41% | 2,74 CHF | 2,78 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 54 986 CHF | 27 882 CHF | 98,87% | 98,87% |
04/07/2024 | 2,24% | 2,56 CHF | 2,60 CHF | 20 000 | 10 000 | 6 114 | 5 371 | 15 922 CHF | 14 329 CHF | 100,00% | 100,00% |
03/07/2024 | 2,33% | 2,63 CHF | 2,69 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 12 991 CHF | 13 297 CHF | 99,73% | 99,73% |