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 | 0,50% | 1,97 CHF | 1,98 CHF | 51 000 | 51 000 | 50 030 | 50 030 | 100 441 CHF | 100 941 CHF | 99,99% | 99,99% |
15/07/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 50 000 | 50 000 | 48 239 | 48 239 | 86 525 CHF | 87 008 CHF | 99,99% | 99,99% |
12/07/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 49 000 | 49 000 | 47 736 | 47 736 | 83 261 CHF | 83 738 CHF | 100,00% | 100,00% |
11/07/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 49 000 | 49 000 | 47 711 | 47 711 | 82 375 CHF | 82 852 CHF | 100,00% | 100,00% |
10/07/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 50 000 | 50 000 | 48 768 | 48 768 | 87 474 CHF | 87 962 CHF | 100,00% | 100,00% |
09/07/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 50 000 | 50 000 | 48 622 | 48 622 | 85 219 CHF | 85 705 CHF | 100,00% | 100,00% |
08/07/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 50 000 | 50 000 | 48 697 | 48 697 | 86 874 CHF | 87 361 CHF | 100,00% | 100,00% |
05/07/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 50 000 | 50 000 | 47 919 | 47 919 | 80 875 CHF | 81 355 CHF | 99,82% | 99,82% |
04/07/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 49 000 | 49 000 | 47 717 | 47 717 | 76 628 CHF | 77 105 CHF | 99,50% | 99,50% |
03/07/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 49 000 | 49 000 | 47 902 | 47 902 | 80 161 CHF | 80 640 CHF | 99,36% | 99,36% |