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 | 0,60% | 1,65 CHF | 1,66 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 124 694 CHF | 125 444 CHF | 100,00% | 100,00% |
15/07/2024 | 0,88% | 1,72 CHF | 1,73 CHF | 75 000 | 75 000 | 54 516 | 54 516 | 95 125 CHF | 95 875 CHF | 99,72% | 99,72% |
12/07/2024 | 1,10% | 1,74 CHF | 1,76 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 62 612 CHF | 63 304 CHF | 99,01% | 99,01% |
11/07/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 121 949 CHF | 122 699 CHF | 99,07% | 99,07% |
10/07/2024 | 0,64% | 1,59 CHF | 1,60 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 117 729 CHF | 118 479 CHF | 100,00% | 100,00% |
09/07/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 116 318 CHF | 117 068 CHF | 99,62% | 99,62% |
08/07/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 115 363 CHF | 116 113 CHF | 100,00% | 100,00% |
05/07/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 117 667 CHF | 118 417 CHF | 98,86% | 98,86% |
04/07/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 112 382 CHF | 113 132 CHF | 100,00% | 100,00% |
03/07/2024 | 0,73% | 1,43 CHF | 1,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 103 054 CHF | 103 804 CHF | 99,82% | 99,82% |