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 | 1,37% | 2,21 CHF | 2,24 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 82 162 CHF | 83 296 CHF | 99,58% | 99,58% |
15/07/2024 | 1,21% | 2,20 CHF | 2,23 CHF | 25 000 | 25 000 | 34 192 | 34 192 | 75 202 CHF | 76 063 CHF | 89,91% | 89,91% |
12/07/2024 | 0,88% | 2,43 CHF | 2,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 119 308 CHF | 120 357 CHF | 98,91% | 98,91% |
11/07/2024 | 0,86% | 2,36 CHF | 2,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 176 356 CHF | 177 872 CHF | 94,28% | 94,28% |
10/07/2024 | 0,95% | 2,26 CHF | 2,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 166 699 CHF | 168 294 CHF | 90,36% | 90,36% |
09/07/2024 | 0,92% | 2,21 CHF | 2,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 169 014 CHF | 170 582 CHF | 100,00% | 100,00% |
08/07/2024 | 0,93% | 2,23 CHF | 2,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 169 740 CHF | 171 319 CHF | 100,00% | 100,00% |
05/07/2024 | 0,89% | 2,30 CHF | 2,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 175 739 CHF | 177 315 CHF | 98,86% | 98,86% |
04/07/2024 | 0,85% | 2,33 CHF | 2,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 881 CHF | 117 882 CHF | 98,11% | 98,11% |
03/07/2024 | 0,90% | 2,34 CHF | 2,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 118 061 CHF | 119 130 CHF | 99,82% | 99,82% |