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 | 0,69% | 1,66 CHF | 1,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 443 CHF | 85 026 CHF | 100,00% | 100,00% |
15/07/2024 | 0,62% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 984 CHF | 84 508 CHF | 99,72% | 99,72% |
12/07/2024 | 0,62% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 328 CHF | 86 869 CHF | 99,01% | 99,01% |
11/07/2024 | 0,55% | 1,75 CHF | 1,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 931 CHF | 90 431 CHF | 99,09% | 99,09% |
10/07/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 874 CHF | 92 374 CHF | 100,00% | 100,00% |
09/07/2024 | 0,56% | 1,85 CHF | 1,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 455 CHF | 88 955 CHF | 100,00% | 100,00% |
08/07/2024 | 0,58% | 1,78 CHF | 1,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 270 CHF | 88 782 CHF | 100,00% | 100,00% |
05/07/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 510 CHF | 88 027 CHF | 98,86% | 98,86% |
04/07/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 178 CHF | 91 678 CHF | 100,00% | 100,00% |
03/07/2024 | 0,52% | 1,89 CHF | 1,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 713 CHF | 96 213 CHF | 99,82% | 99,82% |