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 | 2,28% | 1,01 CHF | 1,03 CHF | 50 000 | 20 000 | 59 142 | 20 000 | 57 275 CHF | 19 826 CHF | 85,66% | 85,66% |
15/07/2024 | 2,44% | 0,98 CHF | 1,00 CHF | 60 000 | 20 000 | 52 122 | 20 000 | 52 285 CHF | 20 575 CHF | 97,09% | 97,09% |
12/07/2024 | 2,36% | 1,06 CHF | 1,08 CHF | 50 000 | 20 000 | 53 232 | 20 000 | 53 261 CHF | 20 513 CHF | 72,07% | 72,07% |
11/07/2024 | 2,04% | 1,18 CHF | 1,21 CHF | 50 000 | 10 000 | 49 867 | 10 000 | 60 193 CHF | 12 321 CHF | 92,63% | 92,63% |
10/07/2024 | 1,99% | 1,28 CHF | 1,30 CHF | 40 000 | 10 000 | 46 303 | 10 000 | 57 600 CHF | 12 706 CHF | 72,28% | 72,28% |
09/07/2024 | 1,94% | 1,23 CHF | 1,26 CHF | 50 000 | 10 000 | 46 396 | 10 000 | 57 472 CHF | 12 638 CHF | 96,15% | 96,15% |
08/07/2024 | 1,95% | 1,20 CHF | 1,23 CHF | 50 000 | 20 000 | 49 033 | 20 000 | 59 597 CHF | 24 801 CHF | 90,19% | 90,19% |
05/07/2024 | 1,86% | 1,19 CHF | 1,21 CHF | 50 000 | 20 000 | 49 614 | 19 903 | 59 208 CHF | 24 198 CHF | 98,87% | 98,87% |
04/07/2024 | 1,94% | 1,18 CHF | 1,20 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 58 804 CHF | 23 981 CHF | 99,56% | 99,56% |
03/07/2024 | 1,98% | 1,15 CHF | 1,17 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 57 477 CHF | 23 450 CHF | 95,00% | 95,00% |