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 | 0,50% | 1,97 CHF | 1,98 CHF | 50 000 | 50 000 | 34 351 | 30 439 | 68 162 CHF | 60 688 CHF | 99,48% | 99,48% |
15/07/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 50 000 | 50 000 | 34 575 | 30 719 | 68 483 CHF | 61 158 CHF | 94,62% | 94,62% |
12/07/2024 | 0,53% | 1,93 CHF | 1,94 CHF | 50 000 | 50 000 | 34 416 | 30 520 | 64 817 CHF | 57 840 CHF | 98,03% | 98,03% |
11/07/2024 | 0,52% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 34 354 | 30 443 | 66 263 CHF | 58 947 CHF | 99,18% | 99,18% |
10/07/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 50 000 | 50 000 | 34 525 | 30 656 | 65 685 CHF | 58 669 CHF | 95,65% | 95,65% |
09/07/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 50 000 | 50 000 | 34 344 | 30 430 | 64 124 CHF | 57 124 CHF | 99,65% | 99,65% |
08/07/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 34 344 | 30 430 | 63 199 CHF | 56 252 CHF | 99,66% | 99,66% |
05/07/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 50 000 | 50 000 | 34 546 | 30 683 | 61 211 CHF | 54 732 CHF | 95,24% | 95,24% |
04/07/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 52 536 CHF | 44 030 CHF | 94,10% | 94,10% |
03/07/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 50 000 | 50 000 | 34 344 | 30 430 | 59 532 CHF | 53 061 CHF | 99,66% | 99,66% |