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 | 2,11% | 1,53 CHF | 1,57 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 38 818 CHF | 39 647 CHF | 100,00% | 100,00% |
15/07/2024 | 2,85% | 1,54 CHF | 1,58 CHF | 40 000 | 20 000 | 24 675 | 15 314 | 37 692 CHF | 23 751 CHF | 85,03% | 85,03% |
12/07/2024 | 0,83% | 3,77 CHF | 3,80 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 72 483 CHF | 73 085 CHF | 99,01% | 99,01% |
11/07/2024 | 0,85% | 3,48 CHF | 3,51 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 86 414 CHF | 87 149 CHF | 91,69% | 91,69% |
10/07/2024 | 0,89% | 3,30 CHF | 3,33 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 80 064 CHF | 80 779 CHF | 100,00% | 100,00% |
09/07/2024 | 0,87% | 3,22 CHF | 3,25 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 84 665 CHF | 85 406 CHF | 100,00% | 100,00% |
08/07/2024 | 0,88% | 3,44 CHF | 3,47 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 70 277 CHF | 70 896 CHF | 99,67% | 99,67% |
05/07/2024 | 0,83% | 3,49 CHF | 3,52 CHF | 20 000 | 20 000 | 19 911 | 19 911 | 76 245 CHF | 76 880 CHF | 98,84% | 98,84% |
04/07/2024 | 0,83% | 3,67 CHF | 3,70 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 72 360 CHF | 72 960 CHF | 100,00% | 100,00% |
03/07/2024 | 0,85% | 3,54 CHF | 3,57 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 86 587 CHF | 87 323 CHF | 99,82% | 99,82% |