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 | 1,33% | 2,35 CHF | 2,36 CHF | 30 000 | 10 000 | 22 281 | 5 805 | 56 262 CHF | 14 779 CHF | 99,49% | 99,49% |
15/07/2024 | 1,40% | 2,31 CHF | 2,32 CHF | 30 000 | 10 000 | 30 000 | 5 908 | 70 458 CHF | 14 007 CHF | 88,30% | 88,30% |
12/07/2024 | 1,28% | 2,42 CHF | 2,43 CHF | 30 000 | 10 000 | 20 959 | 5 819 | 54 881 CHF | 15 327 CHF | 98,65% | 98,65% |
11/07/2024 | 1,32% | 2,50 CHF | 2,51 CHF | 20 000 | 10 000 | 21 385 | 5 808 | 54 626 CHF | 14 968 CHF | 99,22% | 99,22% |
10/07/2024 | 1,33% | 3,13 CHF | 3,14 CHF | 20 000 | 10 000 | 20 580 | 5 804 | 54 054 CHF | 15 893 CHF | 99,62% | 99,62% |
09/07/2024 | 1,63% | 2,60 CHF | 2,61 CHF | 20 000 | 10 000 | 28 577 | 5 804 | 61 074 CHF | 13 131 CHF | 99,62% | 99,62% |
08/07/2024 | 1,07% | 1,96 CHF | 1,97 CHF | 30 000 | 10 000 | 30 218 | 5 846 | 52 729 CHF | 10 474 CHF | 94,68% | 94,68% |