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 | 0,58% | 1,71 CHF | 1,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 129 231 CHF | 129 981 CHF | 100,00% | 100,00% |
15/07/2024 | 0,85% | 1,78 CHF | 1,79 CHF | 75 000 | 75 000 | 54 514 | 54 514 | 98 497 CHF | 99 247 CHF | 99,73% | 99,73% |
12/07/2024 | 1,11% | 1,80 CHF | 1,82 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 64 886 CHF | 65 612 CHF | 99,01% | 99,01% |
11/07/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 126 540 CHF | 127 290 CHF | 99,08% | 99,08% |
10/07/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 122 293 CHF | 123 043 CHF | 100,00% | 100,00% |
09/07/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 120 905 CHF | 121 655 CHF | 100,00% | 100,00% |
08/07/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 119 970 CHF | 120 720 CHF | 100,00% | 100,00% |
05/07/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 122 220 CHF | 122 970 CHF | 98,49% | 98,49% |
04/07/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 116 960 CHF | 117 710 CHF | 100,00% | 100,00% |
03/07/2024 | 0,69% | 1,49 CHF | 1,50 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 107 627 CHF | 108 377 CHF | 99,82% | 99,82% |