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 | 0,66% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 959 CHF | 75 459 CHF | 99,85% | 99,85% |
15/07/2024 | 0,80% | 1,55 CHF | 1,56 CHF | 50 000 | 50 000 | 36 904 | 36 904 | 57 376 CHF | 57 808 CHF | 94,83% | 94,83% |
12/07/2024 | 0,66% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 396 CHF | 75 896 CHF | 83,96% | 83,96% |
11/07/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 131 CHF | 76 631 CHF | 86,33% | 86,33% |
10/07/2024 | 0,62% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 188 CHF | 80 688 CHF | 99,97% | 99,97% |
09/07/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 907 CHF | 83 407 CHF | 100,00% | 100,00% |
08/07/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 716 CHF | 82 216 CHF | 100,00% | 100,00% |
05/07/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 323 CHF | 83 823 CHF | 98,87% | 98,87% |
04/07/2024 | 0,93% | 1,73 CHF | 1,74 CHF | 50 000 | 50 000 | 26 857 | 26 857 | 45 919 CHF | 46 336 CHF | 100,00% | 100,00% |
03/07/2024 | 0,97% | 1,70 CHF | 1,72 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 42 802 CHF | 43 220 CHF | 98,28% | 98,28% |