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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 1,62% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 56 773 | 38 308 | 62 417 CHF | 43 364 CHF | 77,53% | 77,53% |
16/07/2024 | 2,15% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 64 502 | 36 553 | 56 277 CHF | 33 122 CHF | 84,28% | 84,28% |
15/07/2024 | 2,64% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 76 722 | 35 992 | 54 176 CHF | 26 731 CHF | 91,08% | 91,08% |
12/07/2024 | 2,03% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 63 801 | 37 063 | 56 384 CHF | 32 431 CHF | 81,26% | 81,26% |
11/07/2024 | 2,10% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 64 802 | 36 183 | 56 021 CHF | 32 290 CHF | 87,39% | 87,39% |
10/07/2024 | 2,07% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 66 561 | 38 192 | 59 267 CHF | 35 134 CHF | 76,69% | 76,69% |
09/07/2024 | 2,27% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 71 123 | 35 529 | 57 050 CHF | 28 717 CHF | 95,81% | 95,81% |
08/07/2024 | 1,83% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 55 242 | 34 853 | 54 909 CHF | 34 068 CHF | 93,34% | 93,34% |
05/07/2024 | 1,72% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 55 444 | 35 358 | 59 842 CHF | 38 795 CHF | 98,20% | 98,20% |
04/07/2024 | 1,71% | 1,09 CHF | 1,10 CHF | 75 000 | 75 000 | 54 858 | 34 243 | 59 911 CHF | 37 947 CHF | 84,00% | 84,00% |