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% | 1,77 CHF | 1,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 575 CHF | 87 075 CHF | 100,00% | 100,00% |
15/07/2024 | 0,74% | 1,78 CHF | 1,79 CHF | 50 000 | 50 000 | 36 904 | 36 904 | 65 946 CHF | 66 397 CHF | 94,82% | 94,82% |
12/07/2024 | 0,57% | 1,79 CHF | 1,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 019 CHF | 87 519 CHF | 83,95% | 83,95% |
11/07/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 730 CHF | 88 230 CHF | 86,33% | 86,33% |
10/07/2024 | 0,54% | 1,75 CHF | 1,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 826 CHF | 92 326 CHF | 100,00% | 100,00% |
09/07/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 496 CHF | 94 996 CHF | 99,24% | 99,24% |
08/07/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 306 CHF | 93 806 CHF | 100,00% | 100,00% |
05/07/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 985 CHF | 95 485 CHF | 98,87% | 98,87% |
04/07/2024 | 0,83% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 26 857 | 26 857 | 52 140 CHF | 52 561 CHF | 100,00% | 100,00% |
03/07/2024 | 0,85% | 1,93 CHF | 1,95 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 48 601 CHF | 49 017 CHF | 99,73% | 99,73% |