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 | 0,78% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 568 CHF | 64 068 CHF | 99,08% | 99,08% |
15/07/2024 | 0,83% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 295 CHF | 60 795 CHF | 99,06% | 99,06% |
12/07/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 216 CHF | 59 716 CHF | 98,82% | 98,82% |
11/07/2024 | 0,81% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 324 CHF | 61 824 CHF | 96,42% | 96,42% |
10/07/2024 | 0,81% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 829 CHF | 62 329 CHF | 95,15% | 95,15% |
09/07/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 780 CHF | 60 280 CHF | 98,69% | 98,69% |
08/07/2024 | 0,89% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 660 CHF | 56 160 CHF | 98,57% | 98,57% |
05/07/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 500 CHF | 56 000 CHF | 99,17% | 99,17% |
04/07/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 665 CHF | 56 165 CHF | 99,18% | 99,18% |
03/07/2024 | 0,91% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 868 CHF | 55 368 CHF | 98,45% | 98,45% |