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 | 0,54% | 1,78 CHF | 1,79 CHF | 100 000 | 100 000 | 47 052 | 39 808 | 85 941 CHF | 72 945 CHF | 91,10% | 91,10% |
15/07/2024 | 0,53% | 1,96 CHF | 1,97 CHF | 100 000 | 100 000 | 46 874 | 39 555 | 88 072 CHF | 74 922 CHF | 90,65% | 90,65% |
12/07/2024 | 0,50% | 1,95 CHF | 1,96 CHF | 100 000 | 100 000 | 46 500 | 39 313 | 91 494 CHF | 77 557 CHF | 83,20% | 83,20% |
11/07/2024 | 0,42% | 2,20 CHF | 2,21 CHF | 100 000 | 100 000 | 47 128 | 40 167 | 110 894 CHF | 94 445 CHF | 94,27% | 94,27% |
10/07/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 100 000 | 100 000 | 47 501 | 40 671 | 112 846 CHF | 96 971 CHF | 96,92% | 96,92% |
09/07/2024 | 2,08% | 2,36 CHF | 2,41 CHF | 10 000 | 10 000 | 3 995 | 3 995 | 9 508 CHF | 9 708 CHF | 96,79% | 96,79% |
08/07/2024 | 1,99% | 2,34 CHF | 2,39 CHF | 10 000 | 10 000 | 4 002 | 4 002 | 9 723 CHF | 9 923 CHF | 97,78% | 97,78% |
05/07/2024 | 0,84% | 2,37 CHF | 2,42 CHF | 10 000 | 10 000 | 28 572 | 21 712 | 59 451 CHF | 45 562 CHF | 97,93% | 97,93% |
04/07/2024 | 2,17% | 2,06 CHF | 2,11 CHF | 5 000 | 5 000 | 11 001 | 11 001 | 22 563 CHF | 22 846 CHF | 79,34% | 79,34% |
03/07/2024 | 2,41% | 2,02 CHF | 2,07 CHF | 10 000 | 10 000 | 4 120 | 4 120 | 8 376 CHF | 8 582 CHF | 87,28% | 87,28% |