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 | 0,73% | 1,31 CHF | 1,32 CHF | 100 000 | 100 000 | 54 283 | 39 789 | 73 555 CHF | 54 061 CHF | 91,07% | 91,07% |
15/07/2024 | 0,72% | 1,47 CHF | 1,48 CHF | 100 000 | 100 000 | 54 186 | 39 547 | 75 560 CHF | 55 853 CHF | 90,63% | 90,63% |
12/07/2024 | 0,67% | 1,46 CHF | 1,47 CHF | 100 000 | 100 000 | 53 614 | 39 217 | 79 135 CHF | 58 010 CHF | 83,07% | 83,07% |
11/07/2024 | 0,54% | 1,67 CHF | 1,68 CHF | 100 000 | 100 000 | 47 082 | 40 115 | 85 328 CHF | 72 683 CHF | 94,19% | 94,19% |
10/07/2024 | 0,54% | 1,82 CHF | 1,83 CHF | 100 000 | 100 000 | 47 489 | 40 658 | 87 036 CHF | 74 871 CHF | 96,90% | 96,90% |
09/07/2024 | 2,69% | 1,82 CHF | 1,87 CHF | 10 000 | 10 000 | 3 982 | 3 982 | 7 320 CHF | 7 520 CHF | 96,58% | 96,58% |
08/07/2024 | 2,55% | 1,81 CHF | 1,86 CHF | 10 000 | 10 000 | 4 001 | 4 001 | 7 538 CHF | 7 738 CHF | 97,76% | 97,76% |
05/07/2024 | 1,10% | 1,82 CHF | 1,87 CHF | 10 000 | 10 000 | 35 417 | 21 692 | 55 434 CHF | 34 376 CHF | 97,90% | 97,90% |
04/07/2024 | 2,88% | 1,55 CHF | 1,60 CHF | 5 000 | 5 000 | 11 001 | 11 001 | 16 947 CHF | 17 230 CHF | 79,34% | 79,34% |
03/07/2024 | 3,20% | 1,51 CHF | 1,56 CHF | 10 000 | 10 000 | 4 119 | 4 119 | 6 279 CHF | 6 485 CHF | 87,25% | 87,25% |