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 | 1,16% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 42 139 | 25 360 | 63 113 CHF | 38 273 CHF | 99,47% | 99,47% |
15/07/2024 | 1,08% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 43 783 | 30 643 | 67 934 CHF | 48 097 CHF | 55,56% | 55,56% |
12/07/2024 | 0,99% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 46 295 | 38 673 | 64 694 CHF | 54 968 CHF | 33,81% | 33,81% |
11/07/2024 | 1,28% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 43 193 | 27 996 | 60 104 CHF | 39 129 CHF | 66,43% | 66,43% |
10/07/2024 | 1,34% | 1,39 CHF | 1,40 CHF | 50 000 | 50 000 | 42 358 | 25 910 | 57 809 CHF | 35 770 CHF | 90,25% | 90,25% |
09/07/2024 | 1,48% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 48 341 | 25 352 | 60 053 CHF | 32 133 CHF | 99,67% | 99,67% |
08/07/2024 | 1,46% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 26 499 | 59 347 CHF | 32 137 CHF | 82,09% | 82,09% |
05/07/2024 | 1,77% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 002 | 25 464 | 52 082 CHF | 27 282 CHF | 98,35% | 98,35% |
04/07/2024 | 1,62% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 281 | 27 628 | 51 860 CHF | 29 004 CHF | 81,13% | 81,13% |
03/07/2024 | 1,56% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 50 308 | 26 694 | 56 664 CHF | 30 310 CHF | 84,86% | 84,86% |