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% | 1,55 CHF | 1,56 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 294 877 CHF | 296 877 CHF | 100,00% | 100,00% |
15/07/2024 | 0,57% | 1,59 CHF | 1,60 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 347 450 CHF | 349 450 CHF | 100,00% | 100,00% |
12/07/2024 | 0,60% | 1,76 CHF | 1,77 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 334 126 CHF | 336 126 CHF | 99,96% | 99,96% |
11/07/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 307 412 CHF | 309 412 CHF | 98,76% | 98,76% |
10/07/2024 | 0,80% | 1,37 CHF | 1,38 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 248 792 CHF | 250 792 CHF | 96,17% | 96,17% |
09/07/2024 | 0,78% | 1,19 CHF | 1,20 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 255 462 CHF | 257 462 CHF | 99,63% | 99,63% |
08/07/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 244 289 CHF | 246 289 CHF | 100,00% | 100,00% |
05/07/2024 | 0,80% | 1,14 CHF | 1,15 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 249 778 CHF | 251 778 CHF | 100,00% | 100,00% |
04/07/2024 | 0,81% | 1,27 CHF | 1,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 245 493 CHF | 247 493 CHF | 100,00% | 100,00% |
03/07/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 238 355 CHF | 240 355 CHF | 99,33% | 99,33% |