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 | 0,67% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 329 CHF | 74 829 CHF | 100,00% | 100,00% |
15/07/2024 | 0,71% | 1,47 CHF | 1,48 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 84 559 CHF | 85 159 CHF | 100,00% | 100,00% |
12/07/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 030 CHF | 68 530 CHF | 100,00% | 100,00% |
11/07/2024 | 0,74% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 583 CHF | 68 083 CHF | 100,00% | 100,00% |
10/07/2024 | 0,69% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 552 CHF | 73 052 CHF | 100,00% | 100,00% |
09/07/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 663 CHF | 75 163 CHF | 100,00% | 100,00% |
08/07/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 66 093 CHF | 66 543 CHF | 100,00% | 100,00% |
05/07/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 70 367 CHF | 70 817 CHF | 100,00% | 100,00% |
04/07/2024 | 0,62% | 1,57 CHF | 1,58 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 71 823 CHF | 72 273 CHF | 100,00% | 100,00% |
03/07/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 72 525 CHF | 72 975 CHF | 100,00% | 100,00% |