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 | 0,65% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 132 CHF | 76 632 CHF | 99,94% | 99,94% |
15/07/2024 | 0,88% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 36 904 | 36 904 | 58 250 CHF | 58 720 CHF | 94,82% | 94,82% |
12/07/2024 | 0,65% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 600 CHF | 77 100 CHF | 83,96% | 83,96% |
11/07/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 328 CHF | 77 828 CHF | 86,33% | 86,33% |
10/07/2024 | 0,61% | 1,54 CHF | 1,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 402 CHF | 81 902 CHF | 100,00% | 100,00% |
09/07/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 083 CHF | 84 583 CHF | 100,00% | 100,00% |
08/07/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 893 CHF | 83 393 CHF | 99,56% | 99,56% |
05/07/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 564 CHF | 85 064 CHF | 98,87% | 98,87% |
04/07/2024 | 0,95% | 1,75 CHF | 1,76 CHF | 50 000 | 50 000 | 26 857 | 26 857 | 46 536 CHF | 46 966 CHF | 100,00% | 100,00% |
03/07/2024 | 0,94% | 1,73 CHF | 1,74 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 43 401 CHF | 43 812 CHF | 99,73% | 99,73% |