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 | 0,71% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 49 988 | 49 982 | 70 194 CHF | 70 686 CHF | 99,99% | 99,99% |
15/07/2024 | 0,69% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 698 CHF | 73 198 CHF | 99,99% | 99,99% |
12/07/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 795 CHF | 72 295 CHF | 100,00% | 100,00% |
11/07/2024 | 0,68% | 1,55 CHF | 1,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 161 CHF | 73 661 CHF | 71,55% | 71,55% |
10/07/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 368 CHF | 71 868 CHF | 99,38% | 99,38% |
09/07/2024 | 0,68% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 722 CHF | 74 222 CHF | 100,00% | 100,00% |
08/07/2024 | 0,63% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 641 CHF | 80 141 CHF | 100,00% | 100,00% |
05/07/2024 | 0,61% | 1,79 CHF | 1,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 675 CHF | 82 175 CHF | 99,99% | 99,99% |
04/07/2024 | 0,62% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 443 CHF | 80 943 CHF | 100,00% | 100,00% |
03/07/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 801 CHF | 76 301 CHF | 99,99% | 99,99% |