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 | 1,85% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 524 CHF | 54 524 CHF | 99,07% | 99,07% |
15/07/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 713 CHF | 56 713 CHF | 99,05% | 99,05% |
12/07/2024 | 1,87% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 038 CHF | 54 038 CHF | 98,84% | 98,84% |
11/07/2024 | 1,82% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 451 | 100 451 | 54 771 CHF | 55 776 CHF | 98,30% | 98,30% |
10/07/2024 | 1,86% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 104 320 | 104 320 | 55 519 CHF | 56 563 CHF | 95,11% | 95,11% |
09/07/2024 | 1,68% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 153 CHF | 60 153 CHF | 98,70% | 98,70% |
08/07/2024 | 1,52% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 99 919 | 99 919 | 65 337 CHF | 66 336 CHF | 98,57% | 98,57% |
05/07/2024 | 1,51% | 0,70 CHF | 0,71 CHF | 75 000 | 75 000 | 95 104 | 95 104 | 62 277 CHF | 63 228 CHF | 99,17% | 99,17% |
04/07/2024 | 1,55% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 885 CHF | 64 885 CHF | 99,18% | 99,18% |
03/07/2024 | 1,63% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 792 CHF | 61 792 CHF | 98,44% | 98,44% |