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 | 1,32% | 1,64 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 250 CHF | 81 317 CHF | 92,17% | 92,17% |
15/07/2024 | 1,29% | 1,63 CHF | 1,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 196 CHF | 82 254 CHF | 98,73% | 98,73% |
12/07/2024 | 1,33% | 1,59 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 285 CHF | 78 316 CHF | 99,38% | 99,38% |
11/07/2024 | 1,36% | 1,52 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 321 CHF | 75 337 CHF | 94,92% | 94,92% |
10/07/2024 | 1,45% | 1,42 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 964 CHF | 70 984 CHF | 99,42% | 99,42% |
09/07/2024 | 1,98% | 1,41 CHF | 1,45 CHF | 25 000 | 25 000 | 26 552 | 26 552 | 38 960 CHF | 39 721 CHF | 97,84% | 97,84% |
08/07/2024 | 0,81% | 1,47 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 334 CHF | 73 932 CHF | 98,16% | 98,16% |
05/07/2024 | 0,86% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 658 CHF | 71 268 CHF | 99,39% | 99,39% |
04/07/2024 | 0,89% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 390 CHF | 70 010 CHF | 98,25% | 98,25% |
03/07/2024 | 0,93% | 1,32 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 130 CHF | 65 737 CHF | 97,38% | 97,38% |