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 | 0,86% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 895 CHF | 58 395 CHF | 100,00% | 100,00% |
15/07/2024 | 0,71% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 287 CHF | 70 787 CHF | 100,00% | 100,00% |
12/07/2024 | 0,60% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 486 CHF | 82 986 CHF | 99,68% | 99,68% |
11/07/2024 | 0,68% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 383 CHF | 73 883 CHF | 99,18% | 99,18% |
10/07/2024 | 0,74% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 427 CHF | 67 927 CHF | 96,09% | 96,09% |
09/07/2024 | 0,72% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 356 CHF | 69 856 CHF | 99,66% | 99,66% |
08/07/2024 | 0,67% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 49 999 | 74 585 CHF | 75 084 CHF | 99,85% | 99,85% |
05/07/2024 | 0,60% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 764 CHF | 84 264 CHF | 100,00% | 100,00% |
04/07/2024 | 0,63% | 1,63 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 527 CHF | 80 027 CHF | 100,00% | 100,00% |
03/07/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 582 CHF | 78 082 CHF | 99,25% | 99,25% |