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 | 0,77% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 580 CHF | 65 080 CHF | 100,00% | 100,00% |
15/07/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 431 CHF | 64 931 CHF | 100,00% | 100,00% |
12/07/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 068 CHF | 64 568 CHF | 98,41% | 98,41% |
11/07/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 615 CHF | 64 115 CHF | 99,60% | 99,60% |
10/07/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 521 CHF | 64 021 CHF | 99,80% | 99,80% |
09/07/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 339 CHF | 62 839 CHF | 100,00% | 100,00% |
08/07/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 168 CHF | 61 668 CHF | 98,99% | 98,99% |
05/07/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 343 CHF | 61 843 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 076 CHF | 62 576 CHF | 98,17% | 98,17% |
03/07/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 853 CHF | 64 353 CHF | 100,00% | 100,00% |