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 | 0,62% | 1,62 CHF | 1,63 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 48 142 CHF | 48 442 CHF | 100,00% | 100,00% |
15/07/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 47 481 CHF | 47 781 CHF | 100,00% | 100,00% |
12/07/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 46 331 CHF | 46 631 CHF | 97,75% | 97,75% |
11/07/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 48 714 CHF | 49 014 CHF | 99,85% | 99,85% |
10/07/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 47 703 CHF | 48 003 CHF | 99,77% | 99,77% |
09/07/2024 | 0,62% | 1,55 CHF | 1,56 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 47 910 CHF | 48 210 CHF | 100,00% | 100,00% |
08/07/2024 | 0,63% | 1,54 CHF | 1,55 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 47 505 CHF | 47 805 CHF | 98,99% | 98,99% |
05/07/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 51 553 CHF | 51 853 CHF | 100,00% | 100,00% |
04/07/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 53 963 CHF | 54 263 CHF | 98,15% | 98,15% |
03/07/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 30 000 | 30 000 | 29 996 | 30 000 | 53 541 CHF | 53 848 CHF | 100,00% | 100,00% |