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 | 0,68% | 2,31 CHF | 2,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 119 057 CHF | 119 863 CHF | 100,00% | 100,00% |
15/07/2024 | 0,78% | 2,13 CHF | 2,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 953 CHF | 105 772 CHF | 98,07% | 98,07% |
12/07/2024 | 0,82% | 2,16 CHF | 2,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 816 CHF | 109 716 CHF | 98,95% | 98,95% |
11/07/2024 | 0,78% | 2,17 CHF | 2,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 625 CHF | 107 462 CHF | 97,16% | 97,16% |
10/07/2024 | 0,83% | 2,18 CHF | 2,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 249 CHF | 112 172 CHF | 100,00% | 100,00% |
09/07/2024 | 0,81% | 2,17 CHF | 2,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 281 CHF | 109 166 CHF | 100,00% | 100,00% |
08/07/2024 | 0,85% | 2,21 CHF | 2,23 CHF | 50 000 | 50 000 | 49 708 | 49 708 | 115 506 CHF | 116 489 CHF | 100,00% | 100,00% |
05/07/2024 | 1,54% | 2,55 CHF | 2,59 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 62 500 CHF | 63 474 CHF | 99,17% | 99,17% |
04/07/2024 | 1,55% | 2,49 CHF | 2,53 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 63 007 CHF | 63 991 CHF | 100,00% | 100,00% |
03/07/2024 | 1,49% | 2,61 CHF | 2,65 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 65 216 CHF | 66 197 CHF | 99,72% | 99,72% |