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 | 1,66% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 25 360 | 54 620 CHF | 28 288 CHF | 99,47% | 99,47% |
15/07/2024 | 1,55% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 51 116 | 30 734 | 52 997 CHF | 32 263 CHF | 55,82% | 55,82% |
12/07/2024 | 1,13% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 46 861 | 38 673 | 56 200 CHF | 46 402 CHF | 33,81% | 33,81% |
11/07/2024 | 1,47% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 49 935 | 28 021 | 60 166 CHF | 34 457 CHF | 66,51% | 66,51% |
10/07/2024 | 1,48% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 47 886 | 25 910 | 59 285 CHF | 32 592 CHF | 90,25% | 90,25% |
09/07/2024 | 1,35% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 42 136 | 25 352 | 57 282 CHF | 34 739 CHF | 99,67% | 99,67% |
08/07/2024 | 1,25% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 42 593 | 26 499 | 60 018 CHF | 37 574 CHF | 82,09% | 82,09% |
05/07/2024 | 1,16% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 42 174 | 25 464 | 65 978 CHF | 40 003 CHF | 98,35% | 98,35% |
04/07/2024 | 1,07% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 42 636 | 27 628 | 67 584 CHF | 44 170 CHF | 81,13% | 81,13% |
03/07/2024 | 1,18% | 1,67 CHF | 1,68 CHF | 50 000 | 50 000 | 42 520 | 26 694 | 63 688 CHF | 40 561 CHF | 84,86% | 84,86% |