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 | 0,66% | 2,77 CHF | 2,78 CHF | 50 000 | 50 000 | 26 417 | 25 360 | 73 152 CHF | 70 599 CHF | 99,47% | 99,47% |
15/07/2024 | 0,57% | 2,80 CHF | 2,81 CHF | 50 000 | 50 000 | 31 470 | 30 764 | 89 018 CHF | 87 469 CHF | 55,65% | 55,65% |
12/07/2024 | 0,50% | 2,70 CHF | 2,71 CHF | 50 000 | 50 000 | 38 886 | 38 673 | 104 280 CHF | 104 175 CHF | 33,81% | 33,81% |
11/07/2024 | 0,67% | 2,60 CHF | 2,61 CHF | 50 000 | 50 000 | 29 602 | 28 021 | 78 695 CHF | 74 870 CHF | 66,51% | 66,51% |
10/07/2024 | 0,68% | 2,67 CHF | 2,68 CHF | 50 000 | 50 000 | 27 075 | 25 910 | 71 557 CHF | 68 877 CHF | 90,25% | 90,25% |
09/07/2024 | 0,70% | 2,55 CHF | 2,56 CHF | 50 000 | 50 000 | 27 546 | 25 352 | 69 510 CHF | 64 484 CHF | 99,67% | 99,67% |
08/07/2024 | 0,73% | 2,48 CHF | 2,49 CHF | 50 000 | 50 000 | 35 105 | 26 389 | 86 586 CHF | 65 644 CHF | 81,72% | 81,72% |
05/07/2024 | 0,78% | 2,40 CHF | 2,41 CHF | 50 000 | 50 000 | 34 349 | 25 465 | 79 841 CHF | 59 775 CHF | 98,35% | 98,35% |
04/07/2024 | 0,73% | 2,33 CHF | 2,34 CHF | 50 000 | 50 000 | 35 273 | 27 628 | 81 508 CHF | 64 301 CHF | 81,13% | 81,13% |
03/07/2024 | 0,74% | 2,23 CHF | 2,24 CHF | 50 000 | 50 000 | 35 040 | 26 694 | 84 234 CHF | 64 476 CHF | 84,86% | 84,86% |