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 | 0,76% | 2,33 CHF | 2,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 181 123 CHF | 182 499 CHF | 100,00% | 100,00% |
15/07/2024 | 0,80% | 2,37 CHF | 2,39 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 178 002 CHF | 179 423 CHF | 96,56% | 96,56% |
12/07/2024 | 0,81% | 2,52 CHF | 2,54 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 193 336 CHF | 194 899 CHF | 99,01% | 99,01% |
11/07/2024 | 0,81% | 2,70 CHF | 2,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 135 745 CHF | 136 844 CHF | 98,98% | 98,98% |
10/07/2024 | 0,84% | 2,82 CHF | 2,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 150 308 CHF | 151 570 CHF | 100,00% | 100,00% |
09/07/2024 | 1,29% | 3,14 CHF | 3,17 CHF | 50 000 | 50 000 | 30 341 | 30 341 | 94 075 CHF | 95 214 CHF | 99,99% | 99,99% |
08/07/2024 | 0,84% | 3,23 CHF | 3,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 160 861 CHF | 162 211 CHF | 99,37% | 99,37% |
05/07/2024 | 0,76% | 3,22 CHF | 3,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 155 196 CHF | 156 383 CHF | 98,26% | 98,26% |
04/07/2024 | 1,27% | 3,23 CHF | 3,25 CHF | 50 000 | 50 000 | 26 844 | 26 844 | 88 478 CHF | 89 572 CHF | 99,37% | 99,37% |
03/07/2024 | 0,72% | 3,05 CHF | 3,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 150 034 CHF | 151 114 CHF | 100,00% | 100,00% |