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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 1,60% | 0,90 CHF | 0,91 CHF | 250 000 | 250 000 | 249 978 | 249 998 | 157 719 CHF | 160 235 CHF | 99,79% | 99,79% |
24/07/2024 | 0,73% | 1,03 CHF | 1,04 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 343 224 CHF | 345 724 CHF | 99,96% | 99,96% |
23/07/2024 | 0,53% | 2,06 CHF | 2,07 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 473 181 CHF | 475 681 CHF | 100,00% | 100,00% |
22/07/2024 | 0,60% | 1,79 CHF | 1,80 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 419 127 CHF | 421 627 CHF | 99,99% | 99,99% |
19/07/2024 | 0,57% | 1,67 CHF | 1,68 CHF | 250 000 | 250 000 | 249 959 | 249 959 | 435 680 CHF | 438 180 CHF | 99,26% | 99,26% |
18/07/2024 | 0,45% | 1,94 CHF | 1,95 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 557 682 CHF | 560 182 CHF | 99,99% | 99,99% |
17/07/2024 | 0,42% | 2,26 CHF | 2,27 CHF | 250 000 | 250 000 | 248 580 | 248 580 | 600 830 CHF | 603 330 CHF | 99,90% | 99,90% |
16/07/2024 | 0,38% | 2,81 CHF | 2,82 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 662 007 CHF | 664 507 CHF | 99,98% | 99,98% |
15/07/2024 | 0,38% | 2,88 CHF | 2,89 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 665 269 CHF | 667 769 CHF | 100,00% | 100,00% |
12/07/2024 | 0,43% | 2,65 CHF | 2,66 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 576 969 CHF | 579 469 CHF | 99,93% | 99,93% |