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 | 1,49% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 84 755 | 61 888 | 56 588 CHF | 41 864 CHF | 91,07% | 91,07% |
15/07/2024 | 1,49% | 0,69 CHF | 0,70 CHF | 100 000 | 100 000 | 84 932 | 62 329 | 56 467 CHF | 42 101 CHF | 80,63% | 80,63% |
12/07/2024 | 1,74% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 92 393 | 60 916 | 52 746 CHF | 35 695 CHF | 97,67% | 97,67% |
11/07/2024 | 1,60% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 85 371 | 60 900 | 52 981 CHF | 38 081 CHF | 99,17% | 99,17% |
10/07/2024 | 1,70% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 92 264 | 61 319 | 53 936 CHF | 36 664 CHF | 95,63% | 95,63% |
09/07/2024 | 8,93% | 0,54 CHF | 0,59 CHF | 10 000 | 10 000 | 6 087 | 6 087 | 3 259 CHF | 3 564 CHF | 99,62% | 99,62% |
08/07/2024 | 9,22% | 0,51 CHF | 0,56 CHF | 10 000 | 10 000 | 6 161 | 6 161 | 3 157 CHF | 3 465 CHF | 93,24% | 93,24% |
05/07/2024 | 3,86% | 0,48 CHF | 0,53 CHF | 10 000 | 10 000 | 90 925 | 41 827 | 41 542 CHF | 19 657 CHF | 94,16% | 94,16% |
04/07/2024 | 9,88% | 0,43 CHF | 0,48 CHF | 5 000 | 5 000 | 19 518 | 10 681 | 8 696 CHF | 5 000 CHF | 88,73% | 88,73% |
03/07/2024 | 11,46% | 0,42 CHF | 0,47 CHF | 10 000 | 10 000 | 5 978 | 5 978 | 2 466 CHF | 2 765 CHF | 94,20% | 94,20% |