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 | 1,26% | 1,50 CHF | 1,52 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 36 117 CHF | 36 577 CHF | 100,00% | 100,00% |
15/07/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 148 CHF | 70 648 CHF | 99,73% | 99,73% |
12/07/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 863 CHF | 71 363 CHF | 99,01% | 99,01% |
11/07/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 937 CHF | 72 437 CHF | 99,08% | 99,08% |
10/07/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 071 CHF | 70 571 CHF | 100,00% | 100,00% |
09/07/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 411 CHF | 68 911 CHF | 100,00% | 100,00% |
08/07/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 000 CHF | 70 500 CHF | 100,00% | 100,00% |
05/07/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 863 CHF | 69 363 CHF | 98,86% | 98,86% |
04/07/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 434 CHF | 68 934 CHF | 100,00% | 100,00% |
03/07/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 047 CHF | 66 547 CHF | 99,82% | 99,82% |