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 | 0,47% | 2,05 CHF | 2,06 CHF | 100 000 | 100 000 | 47 021 | 39 772 | 98 477 CHF | 83 525 CHF | 91,05% | 91,05% |
15/07/2024 | 0,47% | 2,23 CHF | 2,24 CHF | 100 000 | 100 000 | 46 848 | 39 526 | 100 744 CHF | 85 608 CHF | 90,60% | 90,60% |
12/07/2024 | 0,44% | 2,23 CHF | 2,24 CHF | 100 000 | 100 000 | 46 483 | 39 293 | 104 303 CHF | 88 360 CHF | 83,16% | 83,16% |
11/07/2024 | 0,37% | 2,49 CHF | 2,50 CHF | 100 000 | 100 000 | 40 139 | 40 139 | 105 798 CHF | 106 199 CHF | 94,22% | 94,22% |
10/07/2024 | 0,37% | 2,66 CHF | 2,67 CHF | 100 000 | 100 000 | 40 654 | 40 654 | 108 566 CHF | 108 972 CHF | 96,88% | 96,88% |
09/07/2024 | 1,86% | 2,65 CHF | 2,70 CHF | 10 000 | 10 000 | 3 992 | 3 992 | 10 677 CHF | 10 876 CHF | 96,76% | 96,76% |
08/07/2024 | 1,78% | 2,64 CHF | 2,69 CHF | 10 000 | 10 000 | 3 999 | 3 999 | 10 900 CHF | 11 100 CHF | 97,72% | 97,72% |
05/07/2024 | 0,74% | 2,66 CHF | 2,71 CHF | 10 000 | 10 000 | 28 535 | 21 670 | 67 454 CHF | 51 619 CHF | 97,87% | 97,87% |
04/07/2024 | 1,90% | 2,34 CHF | 2,39 CHF | 5 000 | 5 000 | 11 000 | 11 000 | 25 664 CHF | 25 948 CHF | 79,34% | 79,34% |
03/07/2024 | 2,12% | 2,30 CHF | 2,35 CHF | 10 000 | 10 000 | 4 120 | 4 120 | 9 539 CHF | 9 745 CHF | 87,28% | 87,28% |