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 | 0,77% | 1,23 CHF | 1,24 CHF | 100 000 | 100 000 | 54 297 | 39 807 | 69 512 CHF | 51 070 CHF | 91,10% | 91,10% |
15/07/2024 | 0,76% | 1,41 CHF | 1,42 CHF | 100 000 | 100 000 | 54 192 | 39 555 | 71 790 CHF | 53 146 CHF | 90,65% | 90,65% |
12/07/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 100 000 | 100 000 | 53 687 | 39 313 | 76 105 CHF | 55 799 CHF | 83,20% | 83,20% |
11/07/2024 | 0,54% | 1,65 CHF | 1,66 CHF | 100 000 | 100 000 | 47 060 | 40 090 | 85 007 CHF | 72 347 CHF | 94,15% | 94,15% |
10/07/2024 | 0,54% | 1,82 CHF | 1,83 CHF | 100 000 | 100 000 | 47 501 | 40 671 | 86 759 CHF | 74 632 CHF | 96,92% | 96,92% |
09/07/2024 | 2,70% | 1,81 CHF | 1,86 CHF | 10 000 | 10 000 | 3 995 | 3 995 | 7 316 CHF | 7 516 CHF | 96,79% | 96,79% |
08/07/2024 | 2,54% | 1,80 CHF | 1,85 CHF | 10 000 | 10 000 | 4 002 | 4 002 | 7 545 CHF | 7 745 CHF | 97,78% | 97,78% |
05/07/2024 | 1,12% | 1,82 CHF | 1,87 CHF | 10 000 | 10 000 | 35 434 | 21 714 | 54 092 CHF | 33 590 CHF | 97,94% | 97,94% |
04/07/2024 | 2,96% | 1,51 CHF | 1,56 CHF | 5 000 | 5 000 | 11 001 | 11 001 | 16 476 CHF | 16 759 CHF | 79,34% | 79,34% |
03/07/2024 | 3,29% | 1,46 CHF | 1,51 CHF | 10 000 | 10 000 | 4 120 | 4 120 | 6 092 CHF | 6 298 CHF | 87,27% | 87,27% |