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 | 0,67% | 1,81 CHF | 1,82 CHF | 50 000 | 50 000 | 44 964 | 44 964 | 80 234 CHF | 80 734 CHF | 100,00% | 100,00% |
15/07/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 994 CHF | 95 494 CHF | 99,73% | 99,73% |
12/07/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 870 CHF | 97 370 CHF | 99,01% | 99,01% |
11/07/2024 | 0,65% | 1,94 CHF | 1,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 986 CHF | 98 622 CHF | 99,09% | 99,09% |
10/07/2024 | 0,64% | 1,93 CHF | 1,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 413 CHF | 97 030 CHF | 100,00% | 100,00% |
09/07/2024 | 0,51% | 1,90 CHF | 1,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 266 CHF | 98 766 CHF | 100,00% | 100,00% |
08/07/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 642 CHF | 100 142 CHF | 100,00% | 100,00% |
05/07/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 102 CHF | 95 602 CHF | 98,86% | 98,86% |
04/07/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 92 848 CHF | 93 348 CHF | 100,00% | 100,00% |
03/07/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 92 058 CHF | 92 558 CHF | 99,82% | 99,82% |