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 | 0,68% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 632 CHF | 74 132 CHF | 100,00% | 100,00% |
15/07/2024 | 0,88% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 36 841 | 36 841 | 56 290 CHF | 56 748 CHF | 94,36% | 94,36% |
12/07/2024 | 0,67% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 100 CHF | 74 600 CHF | 83,95% | 83,95% |
11/07/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 824 CHF | 75 324 CHF | 86,34% | 86,34% |
10/07/2024 | 0,63% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 902 CHF | 79 402 CHF | 100,00% | 100,00% |
09/07/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 583 CHF | 82 083 CHF | 100,00% | 100,00% |
08/07/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 393 CHF | 80 893 CHF | 99,56% | 99,56% |
05/07/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 064 CHF | 82 564 CHF | 98,87% | 98,87% |
04/07/2024 | 0,97% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 26 857 | 26 857 | 45 193 CHF | 45 623 CHF | 100,00% | 100,00% |
03/07/2024 | 0,94% | 1,68 CHF | 1,69 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 42 151 CHF | 42 548 CHF | 99,73% | 99,73% |