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 | 0,90% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 25 363 | 55 406 CHF | 28 194 CHF | 99,43% | 99,43% |
15/07/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 30 736 | 57 510 CHF | 35 741 CHF | 55,81% | 55,81% |
12/07/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 54 306 | 38 679 | 55 135 CHF | 40 258 CHF | 33,80% | 33,80% |
11/07/2024 | 3,83% | 0,97 CHF | 0,98 CHF | 60 000 | 50 000 | 30 217 | 28 028 | 30 318 CHF | 28 961 CHF | 66,47% | 66,47% |
10/07/2024 | 5,39% | 0,99 CHF | 1,05 CHF | 50 000 | 50 000 | 25 913 | 25 913 | 25 290 CHF | 26 676 CHF | 90,23% | 90,23% |
09/07/2024 | 5,99% | 0,90 CHF | 0,95 CHF | 50 000 | 50 000 | 25 354 | 25 354 | 22 401 CHF | 23 758 CHF | 99,65% | 99,65% |
08/07/2024 | 5,97% | 0,85 CHF | 0,91 CHF | 50 000 | 50 000 | 26 502 | 26 502 | 22 579 CHF | 23 952 CHF | 82,07% | 82,07% |
05/07/2024 | 2,38% | 0,81 CHF | 0,86 CHF | 50 000 | 50 000 | 65 813 | 25 467 | 50 497 CHF | 20 395 CHF | 98,33% | 98,33% |
04/07/2024 | 6,68% | 0,76 CHF | 0,81 CHF | 50 000 | 50 000 | 29 314 | 27 628 | 21 902 CHF | 22 118 CHF | 81,13% | 81,13% |
03/07/2024 | 6,44% | 0,69 CHF | 0,74 CHF | 50 000 | 50 000 | 26 693 | 26 693 | 21 574 CHF | 22 999 CHF | 84,86% | 84,86% |