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 | 0,52% | 1,88 CHF | 1,89 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 47 500 CHF | 47 750 CHF | 99,98% | 99,98% |
15/07/2024 | 0,52% | 1,96 CHF | 1,97 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 48 221 CHF | 48 471 CHF | 100,00% | 100,00% |
12/07/2024 | 0,50% | 1,96 CHF | 1,97 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 49 513 CHF | 49 763 CHF | 97,75% | 97,75% |
11/07/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 47 022 CHF | 47 272 CHF | 99,40% | 99,40% |
10/07/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 48 099 CHF | 48 349 CHF | 99,77% | 99,77% |
09/07/2024 | 0,52% | 1,98 CHF | 1,99 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 47 899 CHF | 48 149 CHF | 100,00% | 100,00% |
08/07/2024 | 0,52% | 1,99 CHF | 2,00 CHF | 25 000 | 25 000 | 24 997 | 25 000 | 48 358 CHF | 48 615 CHF | 98,97% | 98,97% |
05/07/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 44 209 CHF | 44 459 CHF | 100,00% | 100,00% |
04/07/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 41 755 CHF | 42 005 CHF | 98,16% | 98,16% |
03/07/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 42 187 CHF | 42 437 CHF | 100,00% | 100,00% |