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 | 2,08% | 1,30 CHF | 1,33 CHF | 30 000 | 30 000 | 29 934 | 29 934 | 38 076 CHF | 38 872 CHF | 100,00% | 100,00% |
15/07/2024 | 1,92% | 1,35 CHF | 1,37 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 33 949 CHF | 34 606 CHF | 100,00% | 100,00% |
12/07/2024 | 1,76% | 1,43 CHF | 1,46 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 41 342 CHF | 42 077 CHF | 100,00% | 100,00% |
11/07/2024 | 2,03% | 1,36 CHF | 1,39 CHF | 30 000 | 30 000 | 29 863 | 29 863 | 39 301 CHF | 40 099 CHF | 100,00% | 100,00% |
10/07/2024 | 1,90% | 1,32 CHF | 1,34 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 38 839 CHF | 39 582 CHF | 100,00% | 100,00% |
09/07/2024 | 2,05% | 1,20 CHF | 1,23 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 37 517 CHF | 38 294 CHF | 100,00% | 100,00% |
08/07/2024 | 1,81% | 1,31 CHF | 1,34 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 40 202 CHF | 40 937 CHF | 100,00% | 100,00% |
05/07/2024 | 1,80% | 1,37 CHF | 1,39 CHF | 30 000 | 30 000 | 29 927 | 29 927 | 41 637 CHF | 42 391 CHF | 100,00% | 100,00% |
04/07/2024 | 2,00% | 1,32 CHF | 1,34 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 39 415 CHF | 40 209 CHF | 100,00% | 100,00% |
03/07/2024 | 1,95% | 1,28 CHF | 1,30 CHF | 30 000 | 30 000 | 29 927 | 29 927 | 37 494 CHF | 38 227 CHF | 100,00% | 100,00% |