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% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 740 CHF | 72 277 CHF | 100,00% | 100,00% |
15/07/2024 | 0,72% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 281 CHF | 72 806 CHF | 99,72% | 99,72% |
12/07/2024 | 0,76% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 983 CHF | 70 516 CHF | 99,01% | 99,01% |
11/07/2024 | 0,75% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 494 CHF | 66 994 CHF | 99,09% | 99,09% |
10/07/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 525 CHF | 65 025 CHF | 100,00% | 100,00% |
09/07/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 045 CHF | 68 575 CHF | 100,00% | 100,00% |
08/07/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 269 CHF | 68 792 CHF | 100,00% | 100,00% |
05/07/2024 | 0,80% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 084 CHF | 69 636 CHF | 98,86% | 98,86% |
04/07/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 438 CHF | 65 938 CHF | 100,00% | 100,00% |
03/07/2024 | 0,82% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 910 CHF | 61 410 CHF | 99,82% | 99,82% |