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 | 0,93% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 497 CHF | 53 997 CHF | 100,00% | 100,00% |
15/07/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 537 CHF | 55 037 CHF | 100,00% | 100,00% |
12/07/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 197 CHF | 55 697 CHF | 98,98% | 98,98% |
11/07/2024 | 0,91% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 539 CHF | 55 039 CHF | 91,08% | 91,08% |
10/07/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 120 CHF | 53 620 CHF | 99,84% | 99,84% |
09/07/2024 | 1,00% | 0,97 CHF | 0,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 49 564 CHF | 50 064 CHF | 100,00% | 100,00% |
08/07/2024 | 1,03% | 0,95 CHF | 0,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 48 108 CHF | 48 608 CHF | 100,00% | 100,00% |
05/07/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 850 CHF | 48 350 CHF | 100,00% | 100,00% |
04/07/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 402 CHF | 47 902 CHF | 100,00% | 100,00% |
03/07/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 45 929 CHF | 46 429 CHF | 99,51% | 99,51% |