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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 884 CHF | 48 384 CHF | 98,88% | 98,88% |
16/07/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 441 CHF | 51 941 CHF | 99,39% | 99,39% |
15/07/2024 | 1,13% | 0,91 CHF | 0,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 43 874 CHF | 44 374 CHF | 99,39% | 99,39% |
12/07/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 455 CHF | 44 955 CHF | 99,09% | 99,09% |
11/07/2024 | 1,09% | 0,95 CHF | 0,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 45 682 CHF | 46 182 CHF | 85,68% | 85,68% |
10/07/2024 | 1,20% | 0,97 CHF | 0,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 41 567 CHF | 42 067 CHF | 95,49% | 95,49% |
09/07/2024 | 1,28% | 0,73 CHF | 0,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 052 CHF | 39 552 CHF | 99,06% | 99,06% |
08/07/2024 | 1,03% | 0,94 CHF | 0,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 48 452 CHF | 48 952 CHF | 99,24% | 99,24% |
05/07/2024 | 0,94% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 885 CHF | 53 385 CHF | 96,23% | 96,23% |
04/07/2024 | 2,12% | 0,45 CHF | 0,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 23 377 CHF | 23 877 CHF | 99,39% | 99,39% |