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 | 0,71% | 2,51 CHF | 2,52 CHF | 50 000 | 50 000 | 26 419 | 25 360 | 66 355 CHF | 64 061 CHF | 99,47% | 99,47% |
15/07/2024 | 0,64% | 2,54 CHF | 2,55 CHF | 50 000 | 50 000 | 31 472 | 30 766 | 80 902 CHF | 79 542 CHF | 55,65% | 55,65% |
12/07/2024 | 0,57% | 2,44 CHF | 2,45 CHF | 50 000 | 50 000 | 42 591 | 38 673 | 102 973 CHF | 94 219 CHF | 33,81% | 33,81% |
11/07/2024 | 0,75% | 2,35 CHF | 2,36 CHF | 50 000 | 50 000 | 36 400 | 28 020 | 87 555 CHF | 67 636 CHF | 66,50% | 66,50% |
10/07/2024 | 0,76% | 2,41 CHF | 2,42 CHF | 50 000 | 50 000 | 34 717 | 25 910 | 82 780 CHF | 62 190 CHF | 90,25% | 90,25% |
09/07/2024 | 0,81% | 2,29 CHF | 2,30 CHF | 50 000 | 50 000 | 34 271 | 25 352 | 77 630 CHF | 57 956 CHF | 99,67% | 99,67% |
08/07/2024 | 0,84% | 2,23 CHF | 2,24 CHF | 50 000 | 50 000 | 35 186 | 26 498 | 77 721 CHF | 59 099 CHF | 82,09% | 82,09% |
05/07/2024 | 0,88% | 2,14 CHF | 2,15 CHF | 50 000 | 50 000 | 34 212 | 25 250 | 70 682 CHF | 52 746 CHF | 97,50% | 97,50% |
04/07/2024 | 0,81% | 2,07 CHF | 2,08 CHF | 50 000 | 50 000 | 35 273 | 27 628 | 72 421 CHF | 57 177 CHF | 81,13% | 81,13% |
03/07/2024 | 0,82% | 1,97 CHF | 1,98 CHF | 50 000 | 50 000 | 35 040 | 26 694 | 75 161 CHF | 57 564 CHF | 84,86% | 84,86% |