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 | 0,70% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 998 CHF | 71 498 CHF | 99,84% | 99,84% |
15/07/2024 | 0,86% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 36 905 | 36 905 | 54 464 CHF | 54 906 CHF | 94,81% | 94,81% |
12/07/2024 | 0,70% | 1,48 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 422 CHF | 71 922 CHF | 83,95% | 83,95% |
11/07/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 171 CHF | 72 671 CHF | 86,33% | 86,33% |
10/07/2024 | 0,65% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 235 CHF | 76 735 CHF | 100,00% | 100,00% |
09/07/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 947 CHF | 79 447 CHF | 99,46% | 99,46% |
08/07/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 751 CHF | 78 251 CHF | 100,00% | 100,00% |
05/07/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 387 CHF | 79 887 CHF | 98,87% | 98,87% |
04/07/2024 | 0,97% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 26 857 | 26 857 | 43 797 CHF | 44 213 CHF | 100,00% | 100,00% |
03/07/2024 | 1,02% | 1,62 CHF | 1,64 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 40 821 CHF | 41 240 CHF | 99,73% | 99,73% |