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 | 4,19% | 1,06 CHF | 1,10 CHF | 50 000 | 25 000 | 56 306 | 25 000 | 55 581 CHF | 25 782 CHF | 99,99% | 99,99% |
15/07/2024 | 4,28% | 0,99 CHF | 1,03 CHF | 60 000 | 25 000 | 51 698 | 25 000 | 52 668 CHF | 26 609 CHF | 98,73% | 98,73% |
12/07/2024 | 3,85% | 1,13 CHF | 1,17 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 52 930 CHF | 27 502 CHF | 99,38% | 99,38% |
11/07/2024 | 3,73% | 1,07 CHF | 1,11 CHF | 50 000 | 25 000 | 58 075 | 25 000 | 55 682 CHF | 24 938 CHF | 98,14% | 98,14% |
10/07/2024 | 3,55% | 0,89 CHF | 0,93 CHF | 60 000 | 25 000 | 56 250 | 24 013 | 50 655 CHF | 22 357 CHF | 100,00% | 100,00% |
09/07/2024 | 7,45% | 0,77 CHF | 0,84 CHF | 12 500 | 12 500 | 13 943 | 12 814 | 12 023 CHF | 11 999 CHF | 100,00% | 100,00% |
08/07/2024 | 4,32% | 1,13 CHF | 1,18 CHF | 50 000 | 20 000 | 47 913 | 20 000 | 57 068 CHF | 24 960 CHF | 100,00% | 100,00% |
05/07/2024 | 3,90% | 1,37 CHF | 1,42 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 59 182 CHF | 30 766 CHF | 99,62% | 99,62% |
04/07/2024 | 3,91% | 1,44 CHF | 1,50 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 57 630 CHF | 29 962 CHF | 99,37% | 99,37% |
03/07/2024 | 3,49% | 1,43 CHF | 1,48 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 55 767 CHF | 36 091 CHF | 99,73% | 99,73% |