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 | 2,06% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 64 987 | 38 210 | 54 065 CHF | 31 556 CHF | 77,41% | 77,41% |
16/07/2024 | 1,71% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 56 030 | 36 435 | 60 008 CHF | 39 155 CHF | 84,03% | 84,03% |
15/07/2024 | 1,48% | 1,18 CHF | 1,19 CHF | 75 000 | 75 000 | 51 409 | 36 041 | 63 277 CHF | 44 646 CHF | 91,23% | 91,23% |
12/07/2024 | 1,77% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 56 335 | 37 062 | 60 130 CHF | 40 930 CHF | 81,27% | 81,27% |
11/07/2024 | 1,65% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 55 741 | 36 172 | 60 373 CHF | 39 433 CHF | 87,41% | 87,41% |
10/07/2024 | 1,71% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 56 970 | 38 189 | 60 417 CHF | 40 812 CHF | 76,70% | 76,70% |
09/07/2024 | 1,60% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 55 447 | 35 525 | 64 091 CHF | 41 930 CHF | 95,82% | 95,82% |
08/07/2024 | 2,06% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 63 094 | 34 850 | 59 347 CHF | 34 812 CHF | 93,37% | 93,37% |
05/07/2024 | 2,13% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 63 266 | 35 355 | 54 989 CHF | 31 291 CHF | 98,22% | 98,22% |
04/07/2024 | 2,18% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 62 917 | 34 248 | 54 175 CHF | 30 116 CHF | 84,01% | 84,01% |