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 | 0,68% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 508 CHF | 74 008 CHF | 100,00% | 100,00% |
15/07/2024 | 0,67% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 408 CHF | 74 908 CHF | 100,00% | 100,00% |
12/07/2024 | 0,71% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 055 CHF | 70 555 CHF | 98,46% | 98,46% |
11/07/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 462 CHF | 66 962 CHF | 99,84% | 99,84% |
10/07/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 255 CHF | 62 755 CHF | 99,77% | 99,77% |
09/07/2024 | 0,80% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 580 CHF | 63 080 CHF | 100,00% | 100,00% |
08/07/2024 | 0,80% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 888 CHF | 62 388 CHF | 98,98% | 98,98% |
05/07/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 026 CHF | 59 526 CHF | 100,00% | 100,00% |
04/07/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 512 CHF | 55 012 CHF | 98,15% | 98,15% |
03/07/2024 | 0,94% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 023 | 50 023 | 53 043 CHF | 53 543 CHF | 100,00% | 100,00% |