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 | 2,74% | 0,98 CHF | 1,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 49 578 CHF | 50 956 CHF | 100,00% | 100,00% |
15/07/2024 | 2,39% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 42 267 | 39 277 | 41 247 CHF | 39 115 CHF | 64,15% | 64,15% |
12/07/2024 | 0,70% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 514 CHF | 95 180 CHF | 99,01% | 99,01% |
11/07/2024 | 0,74% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 827 CHF | 91 503 CHF | 91,67% | 91,67% |
10/07/2024 | 0,75% | 1,75 CHF | 1,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 174 CHF | 85 820 CHF | 100,00% | 100,00% |
09/07/2024 | 0,70% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 220 CHF | 89 845 CHF | 100,00% | 100,00% |
08/07/2024 | 0,72% | 1,81 CHF | 1,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 986 CHF | 92 652 CHF | 99,98% | 99,98% |
05/07/2024 | 0,73% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 49 776 | 49 776 | 98 295 CHF | 99 011 CHF | 98,85% | 98,85% |
04/07/2024 | 0,71% | 1,91 CHF | 1,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 142 CHF | 94 812 CHF | 100,00% | 100,00% |
03/07/2024 | 0,73% | 1,85 CHF | 1,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 741 CHF | 91 403 CHF | 99,82% | 99,82% |