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 | 1,31% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 42 139 | 25 360 | 59 375 CHF | 36 046 CHF | 99,46% | 99,46% |
15/07/2024 | 1,08% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 43 789 | 30 659 | 64 156 CHF | 45 443 CHF | 55,60% | 55,60% |
12/07/2024 | 0,99% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 47 312 | 38 674 | 61 908 CHF | 51 567 CHF | 33,81% | 33,81% |
11/07/2024 | 1,35% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 43 131 | 27 776 | 56 245 CHF | 36 399 CHF | 65,76% | 65,76% |
10/07/2024 | 1,38% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 42 365 | 25 911 | 54 127 CHF | 33 499 CHF | 90,25% | 90,25% |
09/07/2024 | 1,58% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 25 352 | 57 774 CHF | 29 899 CHF | 99,67% | 99,67% |
08/07/2024 | 1,63% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 26 499 | 55 025 CHF | 29 849 CHF | 82,09% | 82,09% |
05/07/2024 | 1,92% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 58 385 | 25 465 | 55 630 CHF | 25 060 CHF | 98,35% | 98,35% |
04/07/2024 | 1,78% | 0,96 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 27 628 | 56 675 CHF | 26 599 CHF | 81,13% | 81,13% |
03/07/2024 | 1,71% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 50 658 | 26 694 | 52 541 CHF | 27 952 CHF | 84,86% | 84,86% |