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 | 0,73% | 1,91 CHF | 1,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 909 CHF | 96 616 CHF | 99,42% | 99,42% |
15/07/2024 | 0,67% | 1,97 CHF | 1,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 126 CHF | 101 802 CHF | 97,06% | 97,06% |
12/07/2024 | 0,68% | 2,04 CHF | 2,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 728 CHF | 100 408 CHF | 99,01% | 99,01% |
11/07/2024 | 0,70% | 2,03 CHF | 2,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 587 CHF | 100 283 CHF | 99,09% | 99,09% |
10/07/2024 | 0,67% | 1,94 CHF | 1,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 375 CHF | 97 024 CHF | 100,00% | 100,00% |
09/07/2024 | 0,71% | 1,92 CHF | 1,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 370 CHF | 98 060 CHF | 100,00% | 100,00% |
08/07/2024 | 0,71% | 1,97 CHF | 1,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 889 CHF | 100 599 CHF | 100,00% | 100,00% |
05/07/2024 | 0,71% | 1,99 CHF | 2,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 100 257 CHF | 100 975 CHF | 98,87% | 98,87% |
04/07/2024 | 0,67% | 2,12 CHF | 2,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 403 CHF | 106 107 CHF | 100,00% | 100,00% |
03/07/2024 | 0,70% | 2,08 CHF | 2,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 987 CHF | 103 706 CHF | 99,73% | 99,73% |