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 | 0,70% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 860 CHF | 71 360 CHF | 98,88% | 98,88% |
15/07/2024 | 0,78% | 1,53 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 837 CHF | 64 337 CHF | 79,98% | 86,34% |
12/07/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 938 CHF | 75 438 CHF | 98,84% | 98,84% |
11/07/2024 | 0,61% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 632 CHF | 82 132 CHF | 98,15% | 98,15% |
10/07/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 253 CHF | 81 753 CHF | 95,10% | 95,10% |
09/07/2024 | 0,59% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 469 CHF | 84 969 CHF | 97,03% | 97,03% |
08/07/2024 | 0,65% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 699 CHF | 77 199 CHF | 98,59% | 98,59% |
05/07/2024 | 0,61% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 177 CHF | 82 677 CHF | 99,17% | 99,17% |
04/07/2024 | 0,62% | 1,67 CHF | 1,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 814 CHF | 81 314 CHF | 99,16% | 99,18% |
03/07/2024 | 0,72% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 702 | 50 702 | 70 320 CHF | 70 827 CHF | 98,44% | 98,44% |