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 | 0,75% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 798 CHF | 67 298 CHF | 98,75% | 98,75% |
15/07/2024 | 0,98% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 36 905 | 36 905 | 51 320 CHF | 51 783 CHF | 94,81% | 94,81% |
12/07/2024 | 0,74% | 1,39 CHF | 1,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 250 CHF | 67 750 CHF | 83,95% | 83,95% |
11/07/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 972 CHF | 68 472 CHF | 86,34% | 86,34% |
10/07/2024 | 0,69% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 068 CHF | 72 568 CHF | 100,00% | 100,00% |
09/07/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 761 CHF | 75 261 CHF | 100,00% | 100,00% |
08/07/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 583 CHF | 74 083 CHF | 100,00% | 100,00% |
05/07/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 198 CHF | 75 698 CHF | 98,87% | 98,87% |
04/07/2024 | 1,01% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 26 857 | 26 857 | 41 541 CHF | 41 952 CHF | 100,00% | 100,00% |
03/07/2024 | 1,06% | 1,54 CHF | 1,56 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 38 727 CHF | 39 140 CHF | 99,73% | 99,73% |