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 | 1,95% | 1,87 CHF | 1,90 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 58 531 CHF | 49 734 CHF | 99,82% | 99,82% |
15/07/2024 | 2,14% | 1,89 CHF | 1,93 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 56 828 CHF | 48 382 CHF | 98,73% | 98,73% |
12/07/2024 | 2,07% | 1,96 CHF | 2,01 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 62 685 CHF | 53 330 CHF | 99,38% | 99,38% |
11/07/2024 | 2,15% | 2,15 CHF | 2,20 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 68 093 CHF | 57 978 CHF | 94,94% | 94,94% |
10/07/2024 | 1,93% | 2,49 CHF | 2,54 CHF | 30 000 | 20 000 | 20 240 | 20 000 | 51 846 CHF | 52 252 CHF | 99,31% | 99,31% |
09/07/2024 | 2,78% | 2,49 CHF | 2,56 CHF | 12 500 | 12 500 | 13 714 | 13 391 | 32 194 CHF | 32 278 CHF | 99,84% | 99,84% |
08/07/2024 | 1,36% | 2,37 CHF | 2,41 CHF | 30 000 | 20 000 | 28 689 | 20 000 | 68 702 CHF | 48 709 CHF | 98,99% | 98,99% |
05/07/2024 | 1,17% | 2,76 CHF | 2,79 CHF | 20 000 | 20 000 | 20 014 | 20 000 | 52 188 CHF | 52 768 CHF | 99,45% | 99,45% |
04/07/2024 | 1,30% | 2,65 CHF | 2,69 CHF | 20 000 | 20 000 | 20 001 | 20 000 | 54 087 CHF | 54 791 CHF | 98,25% | 98,25% |
03/07/2024 | 1,33% | 2,95 CHF | 2,99 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 61 710 CHF | 62 535 CHF | 99,31% | 99,31% |