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 | 0,63% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 376 CHF | 79 876 CHF | 99,44% | 99,44% |
15/07/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 338 CHF | 83 838 CHF | 97,52% | 97,52% |
12/07/2024 | 0,60% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 319 CHF | 83 819 CHF | 84,28% | 84,28% |
11/07/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 377 CHF | 80 877 CHF | 99,49% | 99,49% |
10/07/2024 | 0,65% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 391 CHF | 76 891 CHF | 99,55% | 99,55% |
09/07/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 509 CHF | 79 009 CHF | 99,42% | 99,42% |
08/07/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 886 CHF | 80 386 CHF | 99,47% | 99,47% |
05/07/2024 | 0,60% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 572 CHF | 83 072 CHF | 98,41% | 98,41% |
04/07/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 902 CHF | 82 402 CHF | 97,11% | 97,11% |
03/07/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 840 CHF | 80 340 CHF | 95,88% | 95,88% |