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 | 0,59% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 561 CHF | 85 061 CHF | 100,00% | 100,00% |
15/07/2024 | 0,69% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 195 CHF | 72 695 CHF | 100,00% | 100,00% |
12/07/2024 | 0,83% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 067 CHF | 60 567 CHF | 99,68% | 99,68% |
11/07/2024 | 0,72% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 073 CHF | 69 573 CHF | 99,28% | 99,28% |
10/07/2024 | 0,67% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 813 CHF | 75 313 CHF | 96,09% | 96,09% |
09/07/2024 | 0,68% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 901 CHF | 73 401 CHF | 99,67% | 99,67% |
08/07/2024 | 0,74% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 613 CHF | 68 113 CHF | 99,85% | 99,85% |
05/07/2024 | 0,85% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 879 CHF | 59 379 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 139 CHF | 63 639 CHF | 100,00% | 100,00% |
03/07/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 076 CHF | 65 576 CHF | 99,25% | 99,25% |