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 | 1,98% | 1,08 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 995 CHF | 53 037 CHF | 92,17% | 92,17% |
15/07/2024 | 1,95% | 1,07 CHF | 1,09 CHF | 50 000 | 50 000 | 50 149 | 50 000 | 53 373 CHF | 54 273 CHF | 98,73% | 98,73% |
12/07/2024 | 2,07% | 1,04 CHF | 1,06 CHF | 50 000 | 50 000 | 56 038 | 50 000 | 55 173 CHF | 50 362 CHF | 99,38% | 99,38% |
11/07/2024 | 2,18% | 0,96 CHF | 0,98 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 470 CHF | 47 244 CHF | 94,88% | 94,88% |
10/07/2024 | 2,37% | 0,86 CHF | 0,88 CHF | 60 000 | 50 000 | 62 051 | 50 000 | 52 317 CHF | 43 192 CHF | 99,42% | 99,42% |
09/07/2024 | 3,20% | 0,86 CHF | 0,89 CHF | 25 000 | 25 000 | 27 172 | 26 552 | 24 677 CHF | 24 889 CHF | 97,84% | 97,84% |
08/07/2024 | 1,35% | 0,92 CHF | 0,93 CHF | 60 000 | 50 000 | 60 310 | 50 000 | 54 590 CHF | 45 892 CHF | 98,09% | 98,09% |
05/07/2024 | 1,46% | 0,81 CHF | 0,83 CHF | 70 000 | 50 000 | 61 866 | 50 000 | 52 996 CHF | 43 538 CHF | 99,57% | 99,57% |
04/07/2024 | 1,43% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 64 195 | 50 000 | 53 664 CHF | 42 458 CHF | 98,25% | 98,25% |
03/07/2024 | 1,53% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 71 110 | 50 000 | 53 679 CHF | 38 361 CHF | 97,40% | 97,40% |