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 | 0,88% | 1,93 CHF | 1,95 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 70 723 CHF | 71 346 CHF | 100,00% | 100,00% |
15/07/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 139 044 CHF | 139 794 CHF | 99,72% | 99,72% |
12/07/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 139 820 CHF | 140 570 CHF | 99,01% | 99,01% |
11/07/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 140 852 CHF | 141 602 CHF | 99,08% | 99,08% |
10/07/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 138 773 CHF | 139 523 CHF | 100,00% | 100,00% |
09/07/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 136 963 CHF | 137 713 CHF | 100,00% | 100,00% |
08/07/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 138 716 CHF | 139 466 CHF | 100,00% | 100,00% |
05/07/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 137 417 CHF | 138 167 CHF | 98,86% | 98,86% |
04/07/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 136 917 CHF | 137 667 CHF | 100,00% | 100,00% |
03/07/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 134 236 CHF | 134 986 CHF | 99,82% | 99,82% |