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 | 0,72% | 1,69 CHF | 1,70 CHF | 50 000 | 50 000 | 44 964 | 44 964 | 74 875 CHF | 75 375 CHF | 100,00% | 100,00% |
15/07/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 175 CHF | 89 675 CHF | 99,73% | 99,73% |
12/07/2024 | 0,66% | 1,82 CHF | 1,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 952 CHF | 91 551 CHF | 99,01% | 99,01% |
11/07/2024 | 0,54% | 1,82 CHF | 1,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 92 170 CHF | 92 670 CHF | 99,09% | 99,09% |
10/07/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 557 CHF | 91 057 CHF | 100,00% | 100,00% |
09/07/2024 | 0,59% | 1,79 CHF | 1,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 92 301 CHF | 92 845 CHF | 100,00% | 100,00% |
08/07/2024 | 0,62% | 1,87 CHF | 1,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 678 CHF | 94 263 CHF | 100,00% | 100,00% |
05/07/2024 | 0,65% | 1,81 CHF | 1,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 164 CHF | 89 748 CHF | 98,86% | 98,86% |
04/07/2024 | 0,60% | 1,71 CHF | 1,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 976 CHF | 87 502 CHF | 100,00% | 100,00% |
03/07/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 183 CHF | 86 683 CHF | 99,82% | 99,82% |