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 | 0,87% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 49 985 | 57 292 CHF | 57 775 CHF | 100,00% | 100,00% |
15/07/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 636 CHF | 60 136 CHF | 100,00% | 100,00% |
12/07/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 681 CHF | 60 181 CHF | 98,45% | 98,45% |
11/07/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 645 CHF | 62 145 CHF | 99,69% | 99,69% |
10/07/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 559 CHF | 61 059 CHF | 99,77% | 99,77% |
09/07/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 396 CHF | 61 896 CHF | 100,00% | 100,00% |
08/07/2024 | 0,78% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 49 977 | 63 526 CHF | 63 996 CHF | 98,99% | 98,99% |
05/07/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 536 CHF | 65 036 CHF | 100,00% | 100,00% |
04/07/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 487 CHF | 61 987 CHF | 98,15% | 98,15% |
03/07/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 072 CHF | 63 572 CHF | 100,00% | 100,00% |