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 | 0,61% | 1,66 CHF | 1,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 278 CHF | 81 778 CHF | 99,99% | 99,99% |
15/07/2024 | 0,80% | 1,67 CHF | 1,68 CHF | 50 000 | 50 000 | 36 904 | 36 904 | 61 995 CHF | 62 453 CHF | 94,83% | 94,83% |
12/07/2024 | 0,61% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 729 CHF | 82 229 CHF | 83,95% | 83,95% |
11/07/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 436 CHF | 82 936 CHF | 86,33% | 86,33% |
10/07/2024 | 0,58% | 1,64 CHF | 1,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 523 CHF | 87 023 CHF | 100,00% | 100,00% |
09/07/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 210 CHF | 89 710 CHF | 99,90% | 99,90% |
08/07/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 007 CHF | 88 507 CHF | 100,00% | 100,00% |
05/07/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 655 CHF | 90 155 CHF | 98,74% | 98,74% |
04/07/2024 | 0,83% | 1,86 CHF | 1,87 CHF | 50 000 | 50 000 | 26 857 | 26 857 | 49 297 CHF | 49 699 CHF | 100,00% | 100,00% |
03/07/2024 | 0,89% | 1,83 CHF | 1,84 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 45 952 CHF | 46 363 CHF | 99,73% | 99,73% |