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 | 0,77% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 709 CHF | 65 209 CHF | 100,00% | 100,00% |
15/07/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 535 CHF | 69 035 CHF | 100,00% | 100,00% |
12/07/2024 | 0,82% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 600 CHF | 61 100 CHF | 98,42% | 98,42% |
11/07/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 054 CHF | 64 554 CHF | 99,67% | 99,67% |
10/07/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 247 CHF | 67 747 CHF | 99,80% | 99,80% |
09/07/2024 | 0,80% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 629 CHF | 63 129 CHF | 100,00% | 100,00% |
08/07/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 400 CHF | 63 900 CHF | 98,98% | 98,98% |
05/07/2024 | 0,76% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 743 CHF | 66 243 CHF | 100,00% | 100,00% |
04/07/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 109 CHF | 65 609 CHF | 98,16% | 98,16% |
03/07/2024 | 0,83% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 991 CHF | 60 491 CHF | 100,00% | 100,00% |