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 | 0,97% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 943 CHF | 60 526 CHF | 100,00% | 100,00% |
15/07/2024 | 0,88% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 484 CHF | 60 008 CHF | 99,72% | 99,72% |
12/07/2024 | 0,87% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 828 CHF | 62 369 CHF | 99,01% | 99,01% |
11/07/2024 | 0,86% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 366 CHF | 65 931 CHF | 99,09% | 99,09% |
10/07/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 374 CHF | 67 874 CHF | 100,00% | 100,00% |
09/07/2024 | 0,83% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 925 CHF | 64 455 CHF | 100,00% | 100,00% |
08/07/2024 | 0,84% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 731 CHF | 64 270 CHF | 100,00% | 100,00% |
05/07/2024 | 0,84% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 980 CHF | 63 510 CHF | 98,86% | 98,86% |
04/07/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 678 CHF | 67 178 CHF | 100,00% | 100,00% |
03/07/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 199 CHF | 71 699 CHF | 99,82% | 99,82% |