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 | 1,15% | 1,52 CHF | 1,54 CHF | 40 000 | 7 500 | 40 000 | 7 500 | 59 169 CHF | 11 223 CHF | 100,00% | 100,00% |
15/07/2024 | 1,07% | 1,51 CHF | 1,53 CHF | 40 000 | 7 500 | 38 872 | 7 500 | 62 562 CHF | 12 215 CHF | 92,97% | 92,97% |
12/07/2024 | 1,04% | 1,65 CHF | 1,67 CHF | 40 000 | 7 500 | 33 386 | 7 500 | 55 996 CHF | 12 737 CHF | 99,01% | 99,01% |
11/07/2024 | 1,03% | 1,62 CHF | 1,64 CHF | 40 000 | 7 500 | 39 690 | 7 500 | 63 713 CHF | 12 168 CHF | 96,59% | 96,59% |
10/07/2024 | 1,19% | 1,44 CHF | 1,45 CHF | 40 000 | 7 500 | 40 000 | 7 500 | 56 231 CHF | 10 669 CHF | 100,00% | 100,00% |
09/07/2024 | 1,17% | 1,44 CHF | 1,45 CHF | 40 000 | 7 500 | 40 000 | 7 500 | 56 271 CHF | 10 675 CHF | 100,00% | 100,00% |
08/07/2024 | 1,17% | 1,40 CHF | 1,42 CHF | 40 000 | 7 500 | 40 000 | 7 500 | 55 662 CHF | 10 559 CHF | 99,80% | 99,80% |
05/07/2024 | 1,17% | 1,38 CHF | 1,39 CHF | 40 000 | 7 500 | 40 000 | 7 500 | 54 651 CHF | 10 368 CHF | 98,81% | 98,81% |
04/07/2024 | 1,34% | 1,33 CHF | 1,35 CHF | 40 000 | 7 500 | 40 652 | 7 500 | 53 250 CHF | 9 969 CHF | 100,00% | 100,00% |
03/07/2024 | 1,29% | 1,17 CHF | 1,19 CHF | 50 000 | 7 500 | 49 923 | 7 500 | 58 686 CHF | 8 932 CHF | 99,73% | 99,73% |