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 | 0,64% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 238 CHF | 78 738 CHF | 99,91% | 99,91% |
15/07/2024 | 0,83% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 36 903 | 36 903 | 59 780 CHF | 60 238 CHF | 94,83% | 94,83% |
12/07/2024 | 0,63% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 696 CHF | 79 196 CHF | 83,95% | 83,95% |
11/07/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 442 CHF | 79 942 CHF | 86,33% | 86,33% |
10/07/2024 | 0,60% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 523 CHF | 84 023 CHF | 100,00% | 100,00% |
09/07/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 210 CHF | 86 710 CHF | 99,90% | 99,90% |
08/07/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 007 CHF | 85 507 CHF | 100,00% | 100,00% |
05/07/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 655 CHF | 87 155 CHF | 98,74% | 98,74% |
04/07/2024 | 0,86% | 1,80 CHF | 1,81 CHF | 50 000 | 50 000 | 26 857 | 26 857 | 47 686 CHF | 48 087 CHF | 100,00% | 100,00% |
03/07/2024 | 0,92% | 1,77 CHF | 1,78 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 44 452 CHF | 44 863 CHF | 99,73% | 99,73% |