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 | 0,77% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 296 CHF | 64 796 CHF | 100,00% | 100,00% |
15/07/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 405 CHF | 65 905 CHF | 98,52% | 98,52% |
12/07/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 997 CHF | 65 497 CHF | 99,38% | 99,38% |
11/07/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 954 CHF | 65 454 CHF | 99,15% | 99,15% |
10/07/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 349 CHF | 62 849 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 228 CHF | 62 728 CHF | 100,00% | 100,00% |
08/07/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 063 CHF | 62 563 CHF | 100,00% | 100,00% |
05/07/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 601 CHF | 62 101 CHF | 99,62% | 99,62% |
04/07/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 648 CHF | 62 148 CHF | 100,00% | 100,00% |
03/07/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 864 CHF | 60 364 CHF | 99,73% | 99,73% |