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 | 0,78% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 44 964 | 44 964 | 68 993 CHF | 69 493 CHF | 100,00% | 100,00% |
15/07/2024 | 0,68% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 493 CHF | 83 059 CHF | 99,72% | 99,72% |
12/07/2024 | 0,69% | 1,69 CHF | 1,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 370 CHF | 84 952 CHF | 99,01% | 99,01% |
11/07/2024 | 0,74% | 1,69 CHF | 1,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 486 CHF | 86 122 CHF | 99,09% | 99,09% |
10/07/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 030 CHF | 84 530 CHF | 100,00% | 100,00% |
09/07/2024 | 0,58% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 766 CHF | 86 266 CHF | 100,00% | 100,00% |
08/07/2024 | 0,61% | 1,74 CHF | 1,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 142 CHF | 87 678 CHF | 100,00% | 100,00% |
05/07/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 602 CHF | 83 102 CHF | 98,86% | 98,86% |
04/07/2024 | 0,78% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 348 CHF | 80 976 CHF | 100,00% | 100,00% |
03/07/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 663 CHF | 80 163 CHF | 99,82% | 99,82% |