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% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 923 CHF | 54 423 CHF | 99,39% | 99,39% |
15/07/2024 | 0,88% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 364 CHF | 56 864 CHF | 99,39% | 99,39% |
12/07/2024 | 0,87% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 606 CHF | 58 106 CHF | 99,08% | 99,08% |
11/07/2024 | 0,78% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 561 CHF | 64 061 CHF | 40,09% | 40,09% |
10/07/2024 | 0,74% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 40 053 | 40 051 | 53 887 CHF | 54 285 CHF | 95,44% | 95,44% |
09/07/2024 | 0,72% | 1,34 CHF | 1,35 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 34 771 CHF | 35 021 CHF | 99,03% | 99,03% |
08/07/2024 | 0,67% | 1,44 CHF | 1,45 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 36 995 CHF | 37 245 CHF | 99,24% | 99,24% |
05/07/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 922 CHF | 36 172 CHF | 99,39% | 99,39% |
04/07/2024 | 0,74% | 1,39 CHF | 1,40 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 33 791 CHF | 34 041 CHF | 99,39% | 99,39% |
03/07/2024 | 0,77% | 1,37 CHF | 1,38 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 32 191 CHF | 32 441 CHF | 98,64% | 98,64% |