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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 1,84% | 0,59 CHF | 0,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 27 005 CHF | 27 505 CHF | 99,88% | 99,88% |
24/07/2024 | 1,65% | 0,62 CHF | 0,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 083 CHF | 30 583 CHF | 100,00% | 100,00% |
23/07/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 50 000 | 50 000 | 50 000 | 49 999 | 29 591 CHF | 30 090 CHF | 100,00% | 100,00% |
22/07/2024 | 1,59% | 0,64 CHF | 0,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 295 CHF | 31 795 CHF | 100,00% | 100,00% |
19/07/2024 | 1,70% | 0,59 CHF | 0,60 CHF | 50 000 | 50 000 | 50 000 | 49 996 | 29 163 CHF | 29 660 CHF | 99,49% | 99,49% |
18/07/2024 | 1,43% | 0,69 CHF | 0,70 CHF | 50 000 | 50 000 | 49 997 | 50 000 | 34 733 CHF | 35 235 CHF | 97,89% | 97,89% |
17/07/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 50 000 | 50 000 | 49 991 | 49 994 | 34 886 CHF | 35 388 CHF | 99,76% | 99,76% |
16/07/2024 | 1,28% | 0,75 CHF | 0,76 CHF | 50 000 | 50 000 | 50 000 | 49 999 | 38 737 CHF | 39 236 CHF | 100,00% | 100,00% |
15/07/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 37 440 CHF | 37 940 CHF | 100,00% | 100,00% |
12/07/2024 | 1,21% | 0,79 CHF | 0,80 CHF | 50 000 | 50 000 | 50 000 | 49 992 | 41 098 CHF | 41 592 CHF | 98,39% | 98,39% |