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 | 0,52% | 1,90 CHF | 1,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 143 481 CHF | 144 231 CHF | 100,00% | 100,00% |
15/07/2024 | 0,71% | 1,97 CHF | 1,98 CHF | 75 000 | 75 000 | 54 516 | 54 516 | 108 799 CHF | 109 503 CHF | 99,72% | 99,72% |
12/07/2024 | 1,00% | 1,99 CHF | 2,01 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 72 011 CHF | 72 737 CHF | 99,01% | 99,01% |
11/07/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 140 702 CHF | 141 452 CHF | 99,07% | 99,07% |
10/07/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 136 479 CHF | 137 229 CHF | 100,00% | 100,00% |
09/07/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 135 155 CHF | 135 905 CHF | 100,00% | 100,00% |
08/07/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 134 220 CHF | 134 970 CHF | 100,00% | 100,00% |
05/07/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 136 417 CHF | 137 167 CHF | 98,86% | 98,86% |
04/07/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 131 132 CHF | 131 882 CHF | 100,00% | 100,00% |
03/07/2024 | 0,61% | 1,68 CHF | 1,69 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 121 804 CHF | 122 554 CHF | 99,82% | 99,82% |