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% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 34 279 | 25 361 | 67 429 CHF | 50 211 CHF | 99,43% | 99,43% |
15/07/2024 | 0,83% | 2,00 CHF | 2,01 CHF | 50 000 | 50 000 | 37 625 | 30 734 | 76 098 CHF | 62 673 CHF | 55,82% | 55,82% |
12/07/2024 | 0,74% | 1,90 CHF | 1,91 CHF | 50 000 | 50 000 | 42 591 | 38 674 | 79 744 CHF | 73 127 CHF | 33,81% | 33,81% |
11/07/2024 | 0,93% | 1,80 CHF | 1,81 CHF | 50 000 | 50 000 | 36 382 | 27 991 | 67 623 CHF | 52 266 CHF | 66,41% | 66,41% |
10/07/2024 | 0,99% | 1,86 CHF | 1,87 CHF | 50 000 | 50 000 | 34 717 | 25 911 | 63 747 CHF | 47 983 CHF | 90,25% | 90,25% |
09/07/2024 | 1,06% | 1,74 CHF | 1,75 CHF | 50 000 | 50 000 | 35 103 | 25 352 | 60 236 CHF | 44 069 CHF | 99,67% | 99,67% |
08/07/2024 | 1,07% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 41 661 | 26 499 | 69 081 CHF | 44 589 CHF | 82,09% | 82,09% |
05/07/2024 | 1,20% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 42 174 | 25 464 | 63 896 CHF | 39 262 CHF | 98,35% | 98,35% |
04/07/2024 | 1,11% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 42 636 | 27 628 | 64 153 CHF | 42 050 CHF | 81,13% | 81,13% |
03/07/2024 | 1,11% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 42 520 | 26 694 | 67 936 CHF | 42 907 CHF | 84,86% | 84,86% |