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 | 0,94% | 1,52 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 345 CHF | 77 067 CHF | 99,99% | 99,99% |
15/07/2024 | 0,85% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 576 CHF | 82 270 CHF | 97,10% | 97,10% |
12/07/2024 | 0,84% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 228 CHF | 80 908 CHF | 99,01% | 99,01% |
11/07/2024 | 0,87% | 1,64 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 086 CHF | 80 782 CHF | 99,06% | 99,06% |
10/07/2024 | 0,84% | 1,55 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 875 CHF | 77 524 CHF | 100,00% | 100,00% |
09/07/2024 | 0,88% | 1,53 CHF | 1,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 870 CHF | 78 560 CHF | 100,00% | 100,00% |
08/07/2024 | 0,88% | 1,58 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 387 CHF | 81 097 CHF | 99,64% | 99,64% |
05/07/2024 | 0,89% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 757 CHF | 81 475 CHF | 98,87% | 98,87% |
04/07/2024 | 0,82% | 1,73 CHF | 1,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 903 CHF | 86 607 CHF | 100,00% | 100,00% |
03/07/2024 | 0,84% | 1,69 CHF | 1,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 461 CHF | 84 168 CHF | 99,73% | 99,73% |