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 | 0,97% | 1,84 CHF | 1,85 CHF | 100 000 | 100 000 | 47 221 | 40 367 | 86 911 CHF | 75 000 CHF | 99,07% | 99,07% |
15/07/2024 | 0,93% | 1,91 CHF | 1,92 CHF | 100 000 | 100 000 | 47 422 | 40 601 | 90 665 CHF | 78 328 CHF | 97,86% | 97,86% |
12/07/2024 | 0,92% | 1,94 CHF | 1,95 CHF | 100 000 | 100 000 | 47 181 | 40 207 | 90 774 CHF | 77 858 CHF | 97,31% | 97,31% |
11/07/2024 | 0,79% | 1,99 CHF | 2,00 CHF | 100 000 | 100 000 | 47 132 | 40 264 | 103 972 CHF | 88 868 CHF | 99,03% | 99,03% |
10/07/2024 | 0,78% | 2,16 CHF | 2,17 CHF | 100 000 | 100 000 | 47 183 | 40 321 | 106 649 CHF | 91 543 CHF | 99,30% | 99,30% |
09/07/2024 | 2,96% | 2,28 CHF | 2,34 CHF | 10 000 | 10 000 | 4 023 | 4 023 | 9 111 CHF | 9 371 CHF | 99,65% | 99,65% |
08/07/2024 | 2,93% | 2,27 CHF | 2,33 CHF | 10 000 | 10 000 | 4 023 | 4 023 | 9 179 CHF | 9 439 CHF | 99,55% | 99,55% |
05/07/2024 | 1,26% | 2,29 CHF | 2,35 CHF | 10 000 | 10 000 | 28 467 | 21 819 | 63 179 CHF | 49 013 CHF | 92,20% | 92,20% |
04/07/2024 | 2,89% | 2,20 CHF | 2,27 CHF | 5 000 | 5 000 | 10 065 | 10 065 | 22 132 CHF | 22 555 CHF | 99,02% | 99,02% |
03/07/2024 | 2,86% | 2,16 CHF | 2,22 CHF | 10 000 | 10 000 | 4 077 | 4 077 | 9 302 CHF | 9 566 CHF | 98,67% | 98,67% |