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 | 0,88% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 533 CHF | 77 207 CHF | 99,60% | 99,60% |
15/07/2024 | 0,83% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 708 CHF | 82 388 CHF | 97,10% | 97,10% |
12/07/2024 | 0,89% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 304 CHF | 81 020 CHF | 99,01% | 99,01% |
11/07/2024 | 0,83% | 1,64 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 194 CHF | 80 861 CHF | 99,00% | 99,00% |
10/07/2024 | 0,85% | 1,55 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 957 CHF | 77 612 CHF | 100,00% | 100,00% |
09/07/2024 | 0,94% | 1,53 CHF | 1,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 956 CHF | 78 694 CHF | 99,99% | 99,99% |
08/07/2024 | 0,91% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 476 CHF | 81 214 CHF | 100,00% | 100,00% |
05/07/2024 | 0,88% | 1,60 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 865 CHF | 81 582 CHF | 98,87% | 98,87% |
04/07/2024 | 0,80% | 1,74 CHF | 1,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 035 CHF | 86 723 CHF | 100,00% | 100,00% |
03/07/2024 | 0,85% | 1,69 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 588 CHF | 84 304 CHF | 99,73% | 99,73% |