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 | 0,55% | 1,82 CHF | 1,83 CHF | 500 000 | 500 000 | 499 872 | 499 872 | 900 840 CHF | 905 840 CHF | 100,00% | 100,00% |
15/07/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 500 000 | 500 000 | 500 000 | 499 996 | 945 652 CHF | 950 646 CHF | 100,00% | 100,00% |
12/07/2024 | 0,50% | 1,96 CHF | 1,97 CHF | 500 000 | 500 000 | 499 999 | 500 000 | 993 618 CHF | 998 619 CHF | 100,00% | 100,00% |
11/07/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 961 986 CHF | 966 986 CHF | 71,57% | 71,57% |
10/07/2024 | 0,53% | 1,93 CHF | 1,94 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 935 908 CHF | 940 908 CHF | 100,00% | 100,00% |
09/07/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 971 826 CHF | 976 826 CHF | 100,00% | 100,00% |
08/07/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 996 619 CHF | 1 001 620 CHF | 100,00% | 100,00% |
05/07/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 063 930 CHF | 1 068 930 CHF | 99,99% | 99,99% |
04/07/2024 | 0,48% | 2,13 CHF | 2,14 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 044 290 CHF | 1 049 290 CHF | 100,00% | 100,00% |
03/07/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 024 730 CHF | 1 029 730 CHF | 100,00% | 100,00% |