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 | 0,89% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 44 964 | 44 964 | 63 324 CHF | 63 849 CHF | 100,00% | 100,00% |
15/07/2024 | 0,65% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 238 CHF | 76 738 CHF | 99,73% | 99,73% |
12/07/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 105 CHF | 78 605 CHF | 99,01% | 99,01% |
11/07/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 312 CHF | 79 812 CHF | 99,09% | 99,09% |
10/07/2024 | 0,76% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 727 CHF | 78 324 CHF | 100,00% | 100,00% |
09/07/2024 | 0,63% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 368 CHF | 79 868 CHF | 100,00% | 100,00% |
08/07/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 822 CHF | 81 322 CHF | 100,00% | 100,00% |
05/07/2024 | 0,82% | 1,55 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 244 CHF | 76 869 CHF | 98,56% | 98,56% |
04/07/2024 | 0,67% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 080 CHF | 74 580 CHF | 100,00% | 100,00% |
03/07/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 256 CHF | 73 756 CHF | 99,82% | 99,82% |