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 | 0,55% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 089 CHF | 91 589 CHF | 100,00% | 100,00% |
15/07/2024 | 0,54% | 1,81 CHF | 1,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 92 053 CHF | 92 553 CHF | 100,00% | 100,00% |
12/07/2024 | 0,57% | 1,82 CHF | 1,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 503 CHF | 88 003 CHF | 98,46% | 98,46% |
11/07/2024 | 0,60% | 1,72 CHF | 1,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 673 CHF | 84 173 CHF | 99,37% | 99,37% |
10/07/2024 | 0,63% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 161 CHF | 79 661 CHF | 99,76% | 99,76% |
09/07/2024 | 0,63% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 481 CHF | 79 981 CHF | 100,00% | 100,00% |
08/07/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 849 CHF | 79 349 CHF | 98,98% | 98,98% |
05/07/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 625 CHF | 76 125 CHF | 100,00% | 100,00% |
04/07/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 585 CHF | 71 085 CHF | 98,15% | 98,15% |
03/07/2024 | 0,72% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 863 CHF | 69 363 CHF | 100,00% | 100,00% |