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 | 0,99% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 51 005 | 50 000 | 51 408 CHF | 50 915 CHF | 100,00% | 100,00% |
15/07/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 58 370 | 50 000 | 57 217 CHF | 49 541 CHF | 98,73% | 98,73% |
12/07/2024 | 0,98% | 0,97 CHF | 0,98 CHF | 60 000 | 50 000 | 51 692 | 50 000 | 52 252 CHF | 51 101 CHF | 99,38% | 99,38% |
11/07/2024 | 0,95% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 551 CHF | 79 301 CHF | 99,15% | 99,15% |
10/07/2024 | 0,91% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 289 CHF | 83 039 CHF | 100,00% | 100,00% |
09/07/2024 | 0,95% | 1,09 CHF | 1,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 948 CHF | 79 698 CHF | 100,00% | 100,00% |
08/07/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 857 CHF | 52 357 CHF | 100,00% | 100,00% |
05/07/2024 | 1,03% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 58 257 | 50 000 | 56 466 CHF | 49 028 CHF | 99,62% | 99,62% |
04/07/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 50 297 | 50 000 | 50 639 CHF | 50 844 CHF | 100,00% | 100,00% |
03/07/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 484 CHF | 78 234 CHF | 99,73% | 99,73% |