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 | 0,84% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 994 CHF | 59 494 CHF | 100,00% | 100,00% |
15/07/2024 | 0,77% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 865 CHF | 65 365 CHF | 100,00% | 100,00% |
12/07/2024 | 0,70% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 325 CHF | 71 825 CHF | 99,67% | 99,67% |
11/07/2024 | 0,78% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 933 CHF | 64 433 CHF | 98,95% | 98,95% |
10/07/2024 | 0,87% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 256 CHF | 57 756 CHF | 96,09% | 96,09% |
09/07/2024 | 0,87% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 412 CHF | 57 912 CHF | 99,67% | 99,67% |
08/07/2024 | 0,77% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 742 CHF | 65 242 CHF | 99,85% | 99,85% |
05/07/2024 | 0,70% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 337 CHF | 71 837 CHF | 100,00% | 100,00% |
04/07/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 303 CHF | 70 803 CHF | 100,00% | 100,00% |
03/07/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 314 CHF | 70 814 CHF | 99,25% | 99,25% |