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 | 0,63% | 1,54 CHF | 1,55 CHF | 100 000 | 100 000 | 54 290 | 39 797 | 85 858 CHF | 63 066 CHF | 91,03% | 91,03% |
15/07/2024 | 0,62% | 1,70 CHF | 1,71 CHF | 100 000 | 100 000 | 54 180 | 39 538 | 87 970 CHF | 64 933 CHF | 90,62% | 90,62% |
12/07/2024 | 0,58% | 1,69 CHF | 1,70 CHF | 100 000 | 100 000 | 47 346 | 39 216 | 80 908 CHF | 67 285 CHF | 83,07% | 83,07% |
11/07/2024 | 0,47% | 1,93 CHF | 1,94 CHF | 100 000 | 100 000 | 47 090 | 40 124 | 97 668 CHF | 83 167 CHF | 94,20% | 94,20% |
10/07/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 100 000 | 100 000 | 47 257 | 40 396 | 99 034 CHF | 85 003 CHF | 96,47% | 96,47% |
09/07/2024 | 2,36% | 2,08 CHF | 2,13 CHF | 10 000 | 10 000 | 3 982 | 3 982 | 8 363 CHF | 8 562 CHF | 96,58% | 96,58% |
08/07/2024 | 2,25% | 2,07 CHF | 2,12 CHF | 10 000 | 10 000 | 4 000 | 4 000 | 8 595 CHF | 8 795 CHF | 97,75% | 97,75% |
05/07/2024 | 0,95% | 2,09 CHF | 2,14 CHF | 10 000 | 10 000 | 28 629 | 21 739 | 51 909 CHF | 39 800 CHF | 97,51% | 97,51% |
04/07/2024 | 2,49% | 1,79 CHF | 1,84 CHF | 5 000 | 5 000 | 11 001 | 11 001 | 19 618 CHF | 19 901 CHF | 79,34% | 79,34% |
03/07/2024 | 2,76% | 1,75 CHF | 1,80 CHF | 10 000 | 10 000 | 4 118 | 4 118 | 7 284 CHF | 7 490 CHF | 87,25% | 87,25% |