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 | 1,76% | 2,15 CHF | 2,16 CHF | 30 000 | 10 000 | 30 000 | 5 805 | 58 317 CHF | 11 597 CHF | 99,52% | 99,52% |
15/07/2024 | 1,56% | 2,19 CHF | 2,20 CHF | 30 000 | 10 000 | 30 000 | 5 908 | 63 961 CHF | 12 824 CHF | 88,31% | 88,31% |
12/07/2024 | 1,83% | 2,10 CHF | 2,11 CHF | 30 000 | 10 000 | 30 000 | 5 819 | 56 068 CHF | 11 195 CHF | 98,67% | 98,67% |
11/07/2024 | 1,75% | 2,02 CHF | 2,03 CHF | 30 000 | 10 000 | 30 000 | 5 801 | 58 300 CHF | 11 542 CHF | 99,07% | 99,07% |
10/07/2024 | 1,74% | 1,42 CHF | 1,43 CHF | 40 000 | 10 000 | 31 702 | 5 804 | 59 156 CHF | 10 713 CHF | 99,62% | 99,62% |
09/07/2024 | 1,40% | 1,95 CHF | 1,96 CHF | 30 000 | 10 000 | 28 702 | 5 804 | 67 753 CHF | 13 508 CHF | 99,62% | 99,62% |
08/07/2024 | 0,66% | 2,60 CHF | 2,61 CHF | 20 000 | 10 000 | 20 000 | 5 847 | 56 170 CHF | 16 361 CHF | 94,61% | 94,61% |
05/07/2024 | 0,67% | 3,11 CHF | 3,12 CHF | 20 000 | 10 000 | 20 000 | 5 823 | 56 568 CHF | 16 852 CHF | 98,31% | 98,31% |
04/07/2024 | 0,70% | 2,70 CHF | 2,71 CHF | 20 000 | 10 000 | 20 000 | 5 814 | 53 655 CHF | 15 689 CHF | 99,16% | 99,16% |
03/07/2024 | 0,78% | 2,73 CHF | 2,74 CHF | 20 000 | 10 000 | 27 871 | 5 810 | 66 639 CHF | 14 354 CHF | 99,56% | 99,56% |