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 | 0,42% | 2,33 CHF | 2,34 CHF | 100 000 | 100 000 | 47 048 | 39 804 | 111 992 CHF | 94 971 CHF | 91,10% | 91,10% |
15/07/2024 | 0,41% | 2,52 CHF | 2,53 CHF | 100 000 | 100 000 | 46 875 | 39 557 | 114 337 CHF | 97 103 CHF | 90,65% | 90,65% |
12/07/2024 | 0,39% | 2,52 CHF | 2,53 CHF | 100 000 | 100 000 | 40 447 | 39 308 | 102 322 CHF | 99 904 CHF | 83,19% | 83,19% |
11/07/2024 | 0,33% | 2,79 CHF | 2,80 CHF | 100 000 | 100 000 | 40 105 | 40 105 | 118 060 CHF | 118 461 CHF | 94,17% | 94,17% |
10/07/2024 | 0,33% | 2,97 CHF | 2,98 CHF | 100 000 | 100 000 | 40 668 | 40 668 | 121 157 CHF | 121 563 CHF | 96,91% | 96,91% |
09/07/2024 | 1,67% | 2,96 CHF | 3,01 CHF | 10 000 | 10 000 | 3 995 | 3 995 | 11 916 CHF | 12 116 CHF | 96,78% | 96,78% |
08/07/2024 | 1,60% | 2,94 CHF | 2,99 CHF | 10 000 | 10 000 | 4 001 | 4 001 | 12 144 CHF | 12 344 CHF | 97,77% | 97,77% |
05/07/2024 | 0,66% | 2,97 CHF | 3,02 CHF | 10 000 | 10 000 | 21 694 | 21 694 | 57 884 CHF | 58 183 CHF | 97,91% | 97,91% |
04/07/2024 | 1,69% | 2,64 CHF | 2,69 CHF | 5 000 | 5 000 | 11 001 | 11 001 | 28 963 CHF | 29 246 CHF | 79,34% | 79,34% |
03/07/2024 | 1,88% | 2,60 CHF | 2,65 CHF | 10 000 | 10 000 | 4 120 | 4 120 | 10 768 CHF | 10 974 CHF | 87,27% | 87,27% |