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 | 0,60% | 1,69 CHF | 1,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 588 CHF | 83 088 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 36 841 | 36 841 | 62 914 CHF | 63 372 CHF | 94,38% | 94,38% |
12/07/2024 | 0,60% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 041 CHF | 83 541 CHF | 83,96% | 83,96% |
11/07/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 759 CHF | 84 259 CHF | 85,99% | 85,99% |
10/07/2024 | 0,57% | 1,67 CHF | 1,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 843 CHF | 88 343 CHF | 100,00% | 100,00% |
09/07/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 524 CHF | 91 024 CHF | 100,00% | 100,00% |
08/07/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 331 CHF | 89 831 CHF | 100,00% | 100,00% |
05/07/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 005 CHF | 91 505 CHF | 98,87% | 98,87% |
04/07/2024 | 0,87% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 26 857 | 26 857 | 50 002 CHF | 50 425 CHF | 100,00% | 100,00% |
03/07/2024 | 0,85% | 1,86 CHF | 1,87 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 46 625 CHF | 47 025 CHF | 99,73% | 99,73% |