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 | 1,79% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 59 636 | 38 257 | 57 236 CHF | 36 617 CHF | 77,44% | 77,44% |
16/07/2024 | 1,52% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 56 034 | 36 564 | 67 421 CHF | 44 134 CHF | 84,22% | 84,22% |
15/07/2024 | 1,34% | 1,31 CHF | 1,32 CHF | 75 000 | 75 000 | 48 107 | 36 054 | 65 572 CHF | 49 421 CHF | 91,12% | 91,12% |
12/07/2024 | 1,57% | 1,28 CHF | 1,29 CHF | 75 000 | 75 000 | 56 344 | 37 082 | 67 591 CHF | 45 853 CHF | 81,15% | 81,15% |
11/07/2024 | 1,48% | 1,21 CHF | 1,22 CHF | 75 000 | 75 000 | 54 449 | 36 279 | 66 179 CHF | 44 383 CHF | 87,36% | 87,36% |
10/07/2024 | 1,51% | 1,21 CHF | 1,22 CHF | 75 000 | 75 000 | 54 388 | 38 204 | 64 733 CHF | 45 893 CHF | 76,63% | 76,63% |
09/07/2024 | 1,42% | 1,28 CHF | 1,29 CHF | 75 000 | 75 000 | 47 632 | 35 535 | 61 480 CHF | 46 643 CHF | 95,73% | 95,73% |
08/07/2024 | 1,80% | 1,26 CHF | 1,27 CHF | 75 000 | 75 000 | 55 276 | 34 871 | 59 720 CHF | 39 454 CHF | 93,22% | 93,22% |
05/07/2024 | 1,85% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 55 729 | 35 367 | 55 892 CHF | 36 026 CHF | 98,13% | 98,13% |
04/07/2024 | 1,85% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 60 120 | 33 993 | 59 734 CHF | 34 378 CHF | 86,24% | 86,24% |