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 | 1,58% | 1,24 CHF | 1,25 CHF | 40 000 | 40 000 | 18 359 | 18 359 | 21 829 CHF | 22 116 CHF | 98,97% | 98,97% |
15/07/2024 | 1,63% | 1,15 CHF | 1,16 CHF | 40 000 | 40 000 | 18 227 | 18 227 | 20 322 CHF | 20 607 CHF | 99,11% | 99,11% |
12/07/2024 | 1,89% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 26 025 | 26 025 | 25 235 CHF | 25 650 CHF | 99,98% | 99,98% |
11/07/2024 | 1,94% | 0,96 CHF | 0,97 CHF | 50 000 | 50 000 | 26 043 | 26 043 | 24 206 CHF | 24 622 CHF | 99,91% | 99,91% |
10/07/2024 | 2,06% | 0,86 CHF | 0,87 CHF | 50 000 | 50 000 | 26 044 | 26 044 | 22 396 CHF | 22 812 CHF | 99,90% | 99,90% |
09/07/2024 | 1,95% | 0,85 CHF | 0,86 CHF | 50 000 | 50 000 | 26 045 | 26 045 | 23 608 CHF | 24 024 CHF | 99,99% | 99,99% |
08/07/2024 | 2,08% | 0,90 CHF | 0,91 CHF | 50 000 | 50 000 | 26 059 | 26 059 | 22 961 CHF | 23 377 CHF | 100,00% | 100,00% |
05/07/2024 | 2,13% | 0,82 CHF | 0,83 CHF | 50 000 | 50 000 | 26 056 | 26 056 | 21 710 CHF | 22 126 CHF | 99,90% | 99,90% |
04/07/2024 | 2,33% | 0,85 CHF | 0,87 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 16 959 CHF | 17 359 CHF | 99,54% | 99,54% |
03/07/2024 | 1,94% | 0,89 CHF | 0,90 CHF | 50 000 | 50 000 | 26 056 | 26 056 | 23 797 CHF | 24 213 CHF | 100,00% | 100,00% |