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 | 0,78% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 42 138 | 29 817 | 53 723 CHF | 38 012 CHF | 99,50% | 99,50% |
15/07/2024 | 0,73% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 42 237 | 30 070 | 57 694 CHF | 41 530 CHF | 94,46% | 94,46% |
12/07/2024 | 3,11% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 24 840 | 17 425 | 25 392 CHF | 18 590 CHF | 98,13% | 98,13% |
11/07/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 44 381 | 32 182 | 63 724 CHF | 46 785 CHF | 95,20% | 95,20% |
10/07/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 75 000 | 75 000 | 47 643 | 35 446 | 67 745 CHF | 50 584 CHF | 97,25% | 97,25% |
09/07/2024 | 0,80% | 1,35 CHF | 1,36 CHF | 75 000 | 75 000 | 54 908 | 35 120 | 68 566 CHF | 44 674 CHF | 99,51% | 99,51% |
08/07/2024 | 0,85% | 1,29 CHF | 1,30 CHF | 75 000 | 75 000 | 55 430 | 35 324 | 65 350 CHF | 42 214 CHF | 97,79% | 97,79% |
05/07/2024 | 1,22% | 1,19 CHF | 1,20 CHF | 75 000 | 75 000 | 49 655 | 33 564 | 59 005 CHF | 39 865 CHF | 94,15% | 94,15% |
04/07/2024 | 3,63% | 1,12 CHF | 1,16 CHF | 7 500 | 7 500 | 8 724 | 5 575 | 9 667 CHF | 6 312 CHF | 95,02% | 95,02% |
03/07/2024 | 1,02% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 61 406 | 35 204 | 60 254 CHF | 35 690 CHF | 99,69% | 99,69% |