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 | 0,59% | 1,67 CHF | 1,68 CHF | 500 000 | 500 000 | 499 881 | 499 881 | 841 567 CHF | 846 567 CHF | 100,00% | 100,00% |
15/07/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 794 779 CHF | 799 779 CHF | 99,99% | 99,99% |
12/07/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 751 366 CHF | 756 366 CHF | 100,00% | 100,00% |
11/07/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 784 799 CHF | 789 799 CHF | 71,56% | 71,56% |
10/07/2024 | 0,61% | 1,58 CHF | 1,59 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 816 408 CHF | 821 408 CHF | 100,00% | 100,00% |
09/07/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 781 167 CHF | 786 167 CHF | 100,00% | 100,00% |
08/07/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 752 759 CHF | 757 759 CHF | 100,00% | 100,00% |
05/07/2024 | 0,72% | 1,35 CHF | 1,36 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 693 338 CHF | 698 338 CHF | 100,00% | 100,00% |
04/07/2024 | 0,69% | 1,39 CHF | 1,40 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 717 843 CHF | 722 843 CHF | 100,00% | 100,00% |
03/07/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 742 517 CHF | 747 517 CHF | 100,00% | 100,00% |