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% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 344 CHF | 71 844 CHF | 100,00% | 100,00% |
15/07/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 861 CHF | 75 361 CHF | 100,00% | 100,00% |
12/07/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 697 CHF | 68 197 CHF | 98,43% | 98,43% |
11/07/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 982 CHF | 71 482 CHF | 99,60% | 99,60% |
10/07/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 574 CHF | 74 074 CHF | 99,79% | 99,79% |
09/07/2024 | 0,72% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 483 CHF | 69 983 CHF | 100,00% | 100,00% |
08/07/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 775 CHF | 70 275 CHF | 98,99% | 98,99% |
05/07/2024 | 0,69% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 996 CHF | 72 496 CHF | 100,00% | 100,00% |
04/07/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 519 CHF | 72 019 CHF | 98,16% | 98,16% |
03/07/2024 | 0,75% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 643 CHF | 67 143 CHF | 100,00% | 100,00% |