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 | 0,58% | 1,74 CHF | 1,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 498 CHF | 85 998 CHF | 100,00% | 100,00% |
15/07/2024 | 0,72% | 1,76 CHF | 1,77 CHF | 50 000 | 50 000 | 36 905 | 36 905 | 65 166 CHF | 65 607 CHF | 94,82% | 94,82% |
12/07/2024 | 0,58% | 1,77 CHF | 1,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 922 CHF | 86 422 CHF | 83,95% | 83,95% |
11/07/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 646 CHF | 87 146 CHF | 86,33% | 86,33% |
10/07/2024 | 0,55% | 1,73 CHF | 1,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 717 CHF | 91 217 CHF | 100,00% | 100,00% |
09/07/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 422 CHF | 93 922 CHF | 100,00% | 100,00% |
08/07/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 92 232 CHF | 92 732 CHF | 100,00% | 100,00% |
05/07/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 859 CHF | 94 359 CHF | 98,87% | 98,87% |
04/07/2024 | 0,80% | 1,94 CHF | 1,95 CHF | 50 000 | 50 000 | 26 857 | 26 857 | 51 574 CHF | 51 976 CHF | 100,00% | 100,00% |
03/07/2024 | 0,86% | 1,91 CHF | 1,93 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 48 062 CHF | 48 477 CHF | 99,73% | 99,73% |