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 | 0,98% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 44 964 | 44 964 | 54 641 CHF | 55 141 CHF | 100,00% | 100,00% |
15/07/2024 | 0,92% | 1,30 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 559 CHF | 67 175 CHF | 99,73% | 99,73% |
12/07/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 452 CHF | 68 952 CHF | 99,01% | 99,01% |
11/07/2024 | 0,79% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 622 CHF | 70 170 CHF | 99,09% | 99,09% |
10/07/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 057 CHF | 68 557 CHF | 100,00% | 100,00% |
09/07/2024 | 0,71% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 801 CHF | 70 301 CHF | 100,00% | 100,00% |
08/07/2024 | 0,82% | 1,42 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 178 CHF | 71 763 CHF | 100,00% | 100,00% |
05/07/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 664 CHF | 67 164 CHF | 98,86% | 98,86% |
04/07/2024 | 0,81% | 1,26 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 476 CHF | 65 002 CHF | 100,00% | 100,00% |
03/07/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 683 CHF | 64 183 CHF | 99,82% | 99,82% |