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 | 0,92% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 44 964 | 44 964 | 58 377 CHF | 58 877 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 1,39 CHF | 1,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 675 CHF | 71 238 CHF | 99,72% | 99,72% |
12/07/2024 | 0,76% | 1,45 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 551 CHF | 73 105 CHF | 99,01% | 99,01% |
11/07/2024 | 0,87% | 1,45 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 670 CHF | 74 312 CHF | 99,09% | 99,09% |
10/07/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 227 CHF | 72 727 CHF | 100,00% | 100,00% |
09/07/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 845 CHF | 74 368 CHF | 100,00% | 100,00% |
08/07/2024 | 0,74% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 263 CHF | 75 822 CHF | 100,00% | 100,00% |
05/07/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 748 CHF | 71 248 CHF | 98,86% | 98,86% |
04/07/2024 | 0,84% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 502 CHF | 69 080 CHF | 100,00% | 100,00% |
03/07/2024 | 0,84% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 683 CHF | 68 256 CHF | 99,82% | 99,82% |