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 | 0,96% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 44 964 | 44 964 | 56 230 CHF | 56 730 CHF | 100,00% | 100,00% |
15/07/2024 | 0,82% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 320 CHF | 68 881 CHF | 99,71% | 99,71% |
12/07/2024 | 0,85% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 162 CHF | 70 762 CHF | 99,01% | 99,01% |
11/07/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 466 CHF | 71 966 CHF | 99,09% | 99,09% |
10/07/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 868 CHF | 70 368 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 528 CHF | 72 103 CHF | 100,00% | 100,00% |
08/07/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 013 CHF | 73 513 CHF | 100,00% | 100,00% |
05/07/2024 | 0,82% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 448 CHF | 69 008 CHF | 98,86% | 98,86% |
04/07/2024 | 0,94% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 145 CHF | 66 771 CHF | 100,00% | 100,00% |
03/07/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 502 CHF | 66 002 CHF | 99,82% | 99,82% |