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 | 0,79% | 1,36 CHF | 1,37 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 643 CHF | 31 893 CHF | 100,00% | 100,00% |
15/07/2024 | 0,76% | 1,25 CHF | 1,26 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 33 005 CHF | 33 255 CHF | 100,00% | 100,00% |
12/07/2024 | 0,77% | 1,36 CHF | 1,37 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 32 557 CHF | 32 807 CHF | 100,00% | 100,00% |
11/07/2024 | 0,82% | 1,30 CHF | 1,31 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 36 647 CHF | 36 947 CHF | 100,00% | 100,00% |
10/07/2024 | 0,90% | 1,13 CHF | 1,14 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 33 261 CHF | 33 561 CHF | 100,00% | 100,00% |
09/07/2024 | 0,89% | 1,06 CHF | 1,07 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 33 757 CHF | 34 057 CHF | 100,00% | 100,00% |
08/07/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 33 820 CHF | 34 120 CHF | 100,00% | 100,00% |
05/07/2024 | 0,84% | 1,13 CHF | 1,14 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 35 420 CHF | 35 720 CHF | 100,00% | 100,00% |
04/07/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 34 564 CHF | 34 864 CHF | 100,00% | 100,00% |
03/07/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 39 161 CHF | 39 511 CHF | 100,00% | 100,00% |