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 | 0,56% | 1,82 CHF | 1,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 299 CHF | 89 799 CHF | 99,83% | 99,83% |
15/07/2024 | 0,70% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 36 903 | 36 903 | 67 940 CHF | 68 386 CHF | 94,83% | 94,83% |
12/07/2024 | 0,56% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 750 CHF | 90 250 CHF | 83,95% | 83,95% |
11/07/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 472 CHF | 90 972 CHF | 86,33% | 86,33% |
10/07/2024 | 0,53% | 1,80 CHF | 1,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 568 CHF | 95 068 CHF | 100,00% | 100,00% |
09/07/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 232 CHF | 97 732 CHF | 100,00% | 100,00% |
08/07/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 083 CHF | 96 583 CHF | 100,00% | 100,00% |
05/07/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 680 CHF | 98 180 CHF | 98,87% | 98,87% |
04/07/2024 | 0,78% | 2,02 CHF | 2,03 CHF | 50 000 | 50 000 | 26 857 | 26 857 | 53 611 CHF | 54 020 CHF | 100,00% | 100,00% |
03/07/2024 | 0,81% | 1,99 CHF | 2,01 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 49 967 CHF | 50 375 CHF | 99,73% | 99,73% |