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% | 1,83 CHF | 1,84 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 36 014 CHF | 36 214 CHF | 100,00% | 100,00% |
15/07/2024 | 0,51% | 1,91 CHF | 1,92 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 38 773 CHF | 38 973 CHF | 100,00% | 100,00% |
12/07/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 39 660 CHF | 39 860 CHF | 98,48% | 98,48% |
11/07/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 40 227 CHF | 40 427 CHF | 99,72% | 99,72% |
10/07/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 39 532 CHF | 39 732 CHF | 99,78% | 99,78% |
09/07/2024 | 0,49% | 1,94 CHF | 1,95 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 40 315 CHF | 40 515 CHF | 100,00% | 100,00% |
08/07/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 41 020 CHF | 41 220 CHF | 98,98% | 98,98% |
05/07/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 38 833 CHF | 39 033 CHF | 100,00% | 100,00% |
04/07/2024 | 0,53% | 1,86 CHF | 1,87 CHF | 20 000 | 20 000 | 19 995 | 20 000 | 37 735 CHF | 37 944 CHF | 98,15% | 98,15% |
03/07/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 37 397 CHF | 37 597 CHF | 100,00% | 100,00% |