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 | 1,59% | 1,97 CHF | 2,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 524 CHF | 98 068 CHF | 92,15% | 92,15% |
15/07/2024 | 1,56% | 1,96 CHF | 1,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 959 CHF | 99 495 CHF | 98,73% | 98,73% |
12/07/2024 | 1,63% | 1,92 CHF | 1,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 396 CHF | 94 934 CHF | 99,38% | 99,38% |
11/07/2024 | 1,68% | 1,84 CHF | 1,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 706 CHF | 91 224 CHF | 94,89% | 94,89% |
10/07/2024 | 1,77% | 1,71 CHF | 1,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 382 CHF | 85 890 CHF | 99,22% | 99,22% |
09/07/2024 | 2,21% | 1,71 CHF | 1,75 CHF | 25 000 | 25 000 | 26 552 | 26 552 | 46 918 CHF | 47 950 CHF | 97,84% | 97,84% |
08/07/2024 | 1,24% | 1,77 CHF | 1,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 110 CHF | 89 211 CHF | 98,23% | 98,23% |
05/07/2024 | 1,29% | 1,64 CHF | 1,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 985 CHF | 86 087 CHF | 99,55% | 99,55% |
04/07/2024 | 1,31% | 1,69 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 564 CHF | 84 668 CHF | 98,25% | 98,25% |
03/07/2024 | 1,39% | 1,59 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 182 CHF | 79 272 CHF | 97,40% | 97,40% |