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 | 0,90% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 586 CHF | 56 086 CHF | 100,00% | 100,00% |
15/07/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 277 CHF | 56 777 CHF | 93,15% | 93,15% |
12/07/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 680 CHF | 55 180 CHF | 99,01% | 99,01% |
11/07/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 345 CHF | 55 845 CHF | 99,08% | 99,08% |
10/07/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 969 CHF | 56 469 CHF | 100,00% | 100,00% |
09/07/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 987 CHF | 55 487 CHF | 100,00% | 100,00% |
08/07/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 159 CHF | 55 659 CHF | 98,29% | 98,29% |
05/07/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 631 CHF | 56 131 CHF | 93,65% | 93,65% |
04/07/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 539 CHF | 56 039 CHF | 100,00% | 100,00% |
03/07/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 315 CHF | 54 815 CHF | 99,73% | 99,73% |