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 | 0,74% | 1,79 CHF | 1,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 749 CHF | 90 413 CHF | 99,75% | 99,75% |
15/07/2024 | 0,70% | 1,84 CHF | 1,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 958 CHF | 95 626 CHF | 97,04% | 97,04% |
12/07/2024 | 0,73% | 1,91 CHF | 1,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 566 CHF | 94 254 CHF | 99,01% | 99,01% |
11/07/2024 | 0,78% | 1,91 CHF | 1,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 383 CHF | 94 117 CHF | 98,33% | 98,33% |
10/07/2024 | 0,81% | 1,82 CHF | 1,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 145 CHF | 90 875 CHF | 100,00% | 100,00% |
09/07/2024 | 0,72% | 1,80 CHF | 1,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 253 CHF | 91 912 CHF | 100,00% | 100,00% |
08/07/2024 | 0,70% | 1,85 CHF | 1,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 760 CHF | 94 414 CHF | 100,00% | 100,00% |
05/07/2024 | 0,71% | 1,87 CHF | 1,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 116 CHF | 94 785 CHF | 98,87% | 98,87% |
04/07/2024 | 0,72% | 2,00 CHF | 2,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 223 CHF | 99 943 CHF | 100,00% | 100,00% |
03/07/2024 | 0,70% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 869 CHF | 97 554 CHF | 99,73% | 99,73% |