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 | 1,93% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 64 073 | 38 333 | 59 426 CHF | 36 969 CHF | 77,63% | 77,63% |
16/07/2024 | 2,65% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 78 971 | 36 521 | 55 277 CHF | 26 923 CHF | 84,17% | 84,17% |
15/07/2024 | 3,46% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 98 695 | 36 031 | 52 818 CHF | 20 675 CHF | 91,10% | 91,10% |
12/07/2024 | 2,48% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 73 917 | 37 069 | 52 848 CHF | 26 188 CHF | 81,23% | 81,23% |
11/07/2024 | 2,61% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 79 501 | 36 185 | 55 121 CHF | 26 177 CHF | 87,33% | 87,33% |
10/07/2024 | 2,57% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 74 980 | 38 199 | 53 987 CHF | 28 684 CHF | 76,66% | 76,66% |
09/07/2024 | 2,83% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 81 899 | 35 533 | 51 778 CHF | 22 702 CHF | 95,78% | 95,78% |
08/07/2024 | 2,19% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 64 313 | 34 862 | 53 387 CHF | 28 192 CHF | 93,28% | 93,28% |
05/07/2024 | 2,04% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 63 269 | 35 367 | 57 528 CHF | 32 809 CHF | 98,13% | 98,13% |
04/07/2024 | 2,02% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 62 940 | 34 324 | 58 043 CHF | 32 203 CHF | 83,27% | 83,27% |