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 | 0,57% | 1,79 CHF | 1,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 959 CHF | 88 459 CHF | 100,00% | 100,00% |
15/07/2024 | 0,71% | 1,81 CHF | 1,82 CHF | 50 000 | 50 000 | 36 904 | 36 904 | 66 959 CHF | 67 403 CHF | 94,83% | 94,83% |
12/07/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 360 CHF | 88 860 CHF | 83,96% | 83,96% |
11/07/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 109 CHF | 89 609 CHF | 86,33% | 86,33% |
10/07/2024 | 0,54% | 1,78 CHF | 1,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 171 CHF | 93 671 CHF | 99,75% | 99,75% |
09/07/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 880 CHF | 96 380 CHF | 100,00% | 100,00% |
08/07/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 688 CHF | 95 188 CHF | 100,00% | 100,00% |
05/07/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 308 CHF | 96 808 CHF | 98,87% | 98,87% |
04/07/2024 | 0,82% | 1,99 CHF | 2,00 CHF | 50 000 | 50 000 | 26 857 | 26 857 | 52 872 CHF | 53 296 CHF | 100,00% | 100,00% |
03/07/2024 | 0,83% | 1,96 CHF | 1,98 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 49 289 CHF | 49 702 CHF | 99,73% | 99,73% |