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 | 0,93% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 44 964 | 44 964 | 64 323 CHF | 64 879 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 382 CHF | 77 994 CHF | 99,73% | 99,73% |
12/07/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 262 CHF | 79 762 CHF | 99,01% | 99,01% |
11/07/2024 | 0,64% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 466 CHF | 80 986 CHF | 99,09% | 99,09% |
10/07/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 913 CHF | 79 413 CHF | 100,00% | 100,00% |
09/07/2024 | 0,62% | 1,55 CHF | 1,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 603 CHF | 81 103 CHF | 100,00% | 100,00% |
08/07/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 013 CHF | 82 513 CHF | 100,00% | 100,00% |
05/07/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 508 CHF | 78 008 CHF | 98,86% | 98,86% |
04/07/2024 | 0,66% | 1,48 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 271 CHF | 75 771 CHF | 100,00% | 100,00% |
03/07/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 502 CHF | 75 002 CHF | 99,82% | 99,82% |