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 | 1,46% | 0,57 CHF | 0,58 CHF | 100 000 | 200 000 | 80 644 | 82 886 | 54 831 CHF | 54 134 CHF | 98,05% | 98,05% |
15/07/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 100 000 | 200 000 | 68 644 | 83 023 | 62 041 CHF | 74 213 CHF | 95,76% | 95,76% |
12/07/2024 | 4,66% | 0,97 CHF | 0,98 CHF | 100 000 | 200 000 | 37 463 | 56 431 | 29 894 CHF | 47 422 CHF | 97,58% | 97,58% |
11/07/2024 | 0,75% | 0,92 CHF | 0,93 CHF | 100 000 | 200 000 | 53 280 | 83 201 | 68 260 CHF | 104 102 CHF | 96,03% | 96,03% |
10/07/2024 | 0,85% | 1,24 CHF | 1,25 CHF | 100 000 | 200 000 | 60 178 | 82 978 | 71 509 CHF | 100 440 CHF | 97,23% | 97,23% |
09/07/2024 | 1,06% | 1,06 CHF | 1,07 CHF | 100 000 | 200 000 | 69 385 | 83 022 | 67 171 CHF | 85 050 CHF | 97,92% | 97,92% |