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 | 0,69% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 46 221 | 46 221 | 73 514 CHF | 73 983 CHF | 99,99% | 99,99% |
15/07/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 48 834 | 48 834 | 80 381 CHF | 80 871 CHF | 100,00% | 100,00% |
12/07/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 50 000 | 50 000 | 49 998 | 49 998 | 80 979 CHF | 81 479 CHF | 100,00% | 100,00% |
11/07/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 153 CHF | 83 653 CHF | 99,97% | 99,97% |
10/07/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 061 CHF | 81 561 CHF | 100,00% | 100,00% |
09/07/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 49 888 | 49 888 | 79 348 CHF | 79 848 CHF | 100,00% | 100,00% |
08/07/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 49 913 | 49 913 | 79 200 CHF | 79 700 CHF | 99,70% | 99,70% |
05/07/2024 | 0,66% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 140 CHF | 75 640 CHF | 100,00% | 100,00% |
04/07/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 790 CHF | 75 290 CHF | 100,00% | 100,00% |
03/07/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 49 998 | 49 998 | 70 715 CHF | 71 215 CHF | 99,94% | 99,94% |