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 | 1,80% | 1,74 CHF | 1,77 CHF | 50 000 | 50 000 | 49 559 | 49 559 | 83 138 CHF | 84 638 CHF | 100,00% | 100,00% |
15/07/2024 | 1,75% | 1,73 CHF | 1,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 000 CHF | 86 500 CHF | 100,00% | 100,00% |
12/07/2024 | 1,78% | 1,74 CHF | 1,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 534 CHF | 85 034 CHF | 100,00% | 100,00% |
11/07/2024 | 1,49% | 1,89 CHF | 1,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 100 090 CHF | 101 590 CHF | 100,00% | 100,00% |
10/07/2024 | 1,49% | 2,07 CHF | 2,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 837 CHF | 101 337 CHF | 100,00% | 100,00% |
09/07/2024 | 1,70% | 1,76 CHF | 1,79 CHF | 60 000 | 60 000 | 59 851 | 59 851 | 105 225 CHF | 107 025 CHF | 100,00% | 100,00% |
08/07/2024 | 1,93% | 1,55 CHF | 1,58 CHF | 60 000 | 60 000 | 59 885 | 59 885 | 92 384 CHF | 94 184 CHF | 100,00% | 100,00% |
05/07/2024 | 1,94% | 1,56 CHF | 1,59 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 92 125 CHF | 93 925 CHF | 99,93% | 99,93% |
04/07/2024 | 1,95% | 1,53 CHF | 1,56 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 91 487 CHF | 93 287 CHF | 100,00% | 100,00% |
03/07/2024 | 2,10% | 1,41 CHF | 1,44 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 84 631 CHF | 86 431 CHF | 100,00% | 100,00% |