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 | 1,30% | 2,09 CHF | 2,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 120 CHF | 102 444 CHF | 88,94% | 88,94% |
15/07/2024 | 1,17% | 2,25 CHF | 2,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 114 489 CHF | 115 836 CHF | 96,21% | 96,21% |
12/07/2024 | 1,19% | 2,23 CHF | 2,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 660 CHF | 111 980 CHF | 88,64% | 88,64% |
11/07/2024 | 1,18% | 2,23 CHF | 2,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 945 CHF | 114 284 CHF | 96,30% | 96,30% |
10/07/2024 | 1,21% | 2,21 CHF | 2,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 655 CHF | 109 981 CHF | 97,54% | 97,54% |
09/07/2024 | 1,18% | 2,23 CHF | 2,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 523 CHF | 112 851 CHF | 98,08% | 98,08% |
08/07/2024 | 1,23% | 2,19 CHF | 2,22 CHF | 75 000 | 75 000 | 74 708 | 74 708 | 156 773 CHF | 158 709 CHF | 95,83% | 95,83% |
05/07/2024 | 1,83% | 1,92 CHF | 1,95 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 48 893 CHF | 49 796 CHF | 98,39% | 98,39% |
04/07/2024 | 1,84% | 1,96 CHF | 2,00 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 72 889 CHF | 74 240 CHF | 97,25% | 97,25% |
03/07/2024 | 1,91% | 1,88 CHF | 1,91 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 47 149 CHF | 48 056 CHF | 94,51% | 94,51% |