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 | 0,68% | 1,42 CHF | 1,43 CHF | 100 000 | 100 000 | 54 281 | 39 787 | 79 542 CHF | 58 439 CHF | 91,08% | 91,08% |
15/07/2024 | 0,67% | 1,58 CHF | 1,59 CHF | 100 000 | 100 000 | 54 181 | 39 540 | 81 648 CHF | 60 297 CHF | 90,62% | 90,62% |
12/07/2024 | 0,62% | 1,57 CHF | 1,58 CHF | 100 000 | 100 000 | 51 210 | 39 307 | 81 312 CHF | 62 678 CHF | 83,18% | 83,18% |
11/07/2024 | 0,51% | 1,80 CHF | 1,81 CHF | 100 000 | 100 000 | 47 115 | 40 153 | 91 434 CHF | 77 889 CHF | 94,25% | 94,25% |
10/07/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 100 000 | 100 000 | 47 510 | 40 681 | 93 206 CHF | 80 162 CHF | 96,93% | 96,93% |
09/07/2024 | 2,52% | 1,95 CHF | 2,00 CHF | 10 000 | 10 000 | 3 993 | 3 993 | 7 854 CHF | 8 054 CHF | 96,78% | 96,78% |
08/07/2024 | 2,39% | 1,93 CHF | 1,98 CHF | 10 000 | 10 000 | 4 000 | 4 000 | 8 056 CHF | 8 256 CHF | 97,74% | 97,74% |
05/07/2024 | 1,03% | 1,95 CHF | 2,00 CHF | 10 000 | 10 000 | 28 720 | 21 684 | 48 480 CHF | 36 985 CHF | 97,89% | 97,89% |
04/07/2024 | 2,67% | 1,67 CHF | 1,72 CHF | 5 000 | 5 000 | 11 000 | 11 000 | 18 266 CHF | 18 549 CHF | 79,34% | 79,34% |
03/07/2024 | 2,97% | 1,63 CHF | 1,68 CHF | 10 000 | 10 000 | 4 121 | 4 121 | 6 775 CHF | 6 981 CHF | 87,30% | 87,30% |