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 | 0,63% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 174 CHF | 79 674 CHF | 99,93% | 99,93% |
15/07/2024 | 0,86% | 1,63 CHF | 1,64 CHF | 50 000 | 50 000 | 36 903 | 36 903 | 60 472 CHF | 60 948 CHF | 94,83% | 94,83% |
12/07/2024 | 0,63% | 1,64 CHF | 1,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 637 CHF | 80 137 CHF | 83,95% | 83,95% |
11/07/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 354 CHF | 80 854 CHF | 86,33% | 86,33% |
10/07/2024 | 0,59% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 445 CHF | 84 945 CHF | 100,00% | 100,00% |
09/07/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 142 CHF | 87 642 CHF | 100,00% | 100,00% |
08/07/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 912 CHF | 86 412 CHF | 99,53% | 99,53% |
05/07/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 596 CHF | 88 096 CHF | 98,87% | 98,87% |
04/07/2024 | 0,93% | 1,81 CHF | 1,82 CHF | 50 000 | 50 000 | 26 857 | 26 857 | 48 157 CHF | 48 594 CHF | 100,00% | 100,00% |
03/07/2024 | 0,90% | 1,79 CHF | 1,80 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 44 916 CHF | 45 321 CHF | 99,73% | 99,73% |