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 | 2,07% | 1,51 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 445 CHF | 74 983 CHF | 92,17% | 92,17% |
15/07/2024 | 2,03% | 1,50 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 785 CHF | 76 319 CHF | 98,73% | 98,73% |
12/07/2024 | 2,14% | 1,46 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 449 CHF | 71 974 CHF | 99,38% | 99,38% |
11/07/2024 | 2,23% | 1,38 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 970 CHF | 68 483 CHF | 95,03% | 95,03% |
10/07/2024 | 1,62% | 1,27 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 116 CHF | 63 128 CHF | 99,42% | 99,42% |
09/07/2024 | 2,71% | 1,26 CHF | 1,29 CHF | 25 000 | 25 000 | 26 552 | 26 552 | 34 951 CHF | 35 885 CHF | 97,83% | 97,83% |
08/07/2024 | 1,21% | 1,32 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 618 CHF | 66 421 CHF | 97,79% | 97,79% |
05/07/2024 | 0,99% | 1,20 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 766 CHF | 63 391 CHF | 99,50% | 99,50% |
04/07/2024 | 0,99% | 1,24 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 494 CHF | 62 109 CHF | 98,25% | 98,25% |
03/07/2024 | 1,03% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 612 CHF | 57 197 CHF | 97,40% | 97,40% |