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 | 1,05% | 1,54 CHF | 1,56 CHF | 50 000 | 50 000 | 49 557 | 49 557 | 95 433 CHF | 96 425 CHF | 99,91% | 99,91% |
15/07/2024 | 1,00% | 1,79 CHF | 1,81 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 99 194 CHF | 100 185 CHF | 99,93% | 99,93% |
12/07/2024 | 1,01% | 1,85 CHF | 1,87 CHF | 50 000 | 50 000 | 49 537 | 49 536 | 98 342 CHF | 99 331 CHF | 99,98% | 99,98% |
11/07/2024 | 1,25% | 1,21 CHF | 1,23 CHF | 50 000 | 50 000 | 49 542 | 49 542 | 80 906 CHF | 81 897 CHF | 99,70% | 99,70% |
10/07/2024 | 1,12% | 1,87 CHF | 1,89 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 89 186 CHF | 90 178 CHF | 100,00% | 100,00% |
09/07/2024 | 1,13% | 2,08 CHF | 2,10 CHF | 50 000 | 50 000 | 49 529 | 49 529 | 88 270 CHF | 89 261 CHF | 99,80% | 99,80% |
08/07/2024 | 1,15% | 1,77 CHF | 1,79 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 86 707 CHF | 87 699 CHF | 99,98% | 99,98% |
05/07/2024 | 0,98% | 1,64 CHF | 1,66 CHF | 50 000 | 50 000 | 49 545 | 49 545 | 102 198 CHF | 103 190 CHF | 99,67% | 99,67% |
04/07/2024 | 0,86% | 2,31 CHF | 2,33 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 116 098 CHF | 117 090 CHF | 100,00% | 100,00% |
03/07/2024 | 0,82% | 2,21 CHF | 2,23 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 122 328 CHF | 123 319 CHF | 99,98% | 99,98% |