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 | 1,93% | 0,91 CHF | 0,93 CHF | 60 000 | 50 000 | 60 101 | 50 000 | 52 293 CHF | 44 356 CHF | 88,94% | 88,94% |
15/07/2024 | 1,62% | 1,01 CHF | 1,03 CHF | 50 000 | 50 000 | 50 810 | 50 000 | 52 404 CHF | 52 445 CHF | 96,21% | 96,21% |
12/07/2024 | 1,65% | 1,00 CHF | 1,02 CHF | 50 000 | 50 000 | 56 897 | 50 000 | 56 259 CHF | 50 292 CHF | 88,64% | 88,64% |
11/07/2024 | 1,65% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 52 097 | 50 000 | 53 023 CHF | 51 812 CHF | 96,55% | 96,55% |
10/07/2024 | 1,75% | 0,99 CHF | 1,01 CHF | 60 000 | 50 000 | 59 993 | 50 000 | 58 058 CHF | 49 241 CHF | 97,44% | 97,44% |
09/07/2024 | 1,70% | 1,00 CHF | 1,02 CHF | 50 000 | 50 000 | 53 749 | 50 000 | 53 816 CHF | 50 987 CHF | 98,08% | 98,08% |
08/07/2024 | 1,77% | 0,98 CHF | 1,00 CHF | 75 000 | 75 000 | 74 706 | 74 706 | 69 311 CHF | 70 544 CHF | 95,23% | 95,23% |
05/07/2024 | 2,89% | 0,82 CHF | 0,85 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 22 091 CHF | 22 738 CHF | 98,23% | 98,23% |
04/07/2024 | 2,81% | 0,90 CHF | 0,92 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 33 207 CHF | 34 152 CHF | 97,25% | 97,25% |
03/07/2024 | 3,03% | 0,85 CHF | 0,87 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 21 293 CHF | 21 949 CHF | 94,51% | 94,51% |