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 | 0,64% | 1,51 CHF | 1,52 CHF | 100 000 | 100 000 | 54 227 | 39 716 | 84 619 CHF | 62 070 CHF | 90,97% | 90,97% |
15/07/2024 | 0,62% | 1,70 CHF | 1,71 CHF | 100 000 | 100 000 | 54 170 | 39 525 | 87 249 CHF | 64 424 CHF | 90,60% | 90,60% |
12/07/2024 | 0,58% | 1,69 CHF | 1,70 CHF | 100 000 | 100 000 | 47 618 | 39 293 | 81 212 CHF | 67 267 CHF | 83,16% | 83,16% |
11/07/2024 | 0,46% | 1,96 CHF | 1,97 CHF | 100 000 | 100 000 | 47 059 | 40 089 | 99 854 CHF | 84 968 CHF | 94,15% | 94,15% |
10/07/2024 | 0,46% | 2,13 CHF | 2,14 CHF | 100 000 | 100 000 | 47 483 | 40 649 | 101 773 CHF | 87 472 CHF | 96,86% | 96,86% |
09/07/2024 | 2,31% | 2,12 CHF | 2,17 CHF | 10 000 | 10 000 | 3 992 | 3 992 | 8 573 CHF | 8 773 CHF | 96,75% | 96,75% |
08/07/2024 | 2,19% | 2,11 CHF | 2,16 CHF | 10 000 | 10 000 | 3 999 | 3 999 | 8 804 CHF | 9 004 CHF | 97,72% | 97,72% |
05/07/2024 | 0,94% | 2,14 CHF | 2,19 CHF | 10 000 | 10 000 | 28 536 | 21 671 | 52 239 CHF | 40 064 CHF | 97,86% | 97,86% |
04/07/2024 | 2,47% | 1,81 CHF | 1,86 CHF | 5 000 | 5 000 | 11 000 | 11 000 | 19 794 CHF | 20 077 CHF | 79,34% | 79,34% |
03/07/2024 | 2,75% | 1,76 CHF | 1,81 CHF | 10 000 | 10 000 | 4 120 | 4 120 | 7 326 CHF | 7 532 CHF | 87,27% | 87,27% |