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 | 1,49% | 1,02 CHF | 1,04 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 51 860 CHF | 26 318 CHF | 100,00% | 100,00% |
15/07/2024 | 1,54% | 1,09 CHF | 1,11 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 53 329 CHF | 27 079 CHF | 98,73% | 98,73% |
12/07/2024 | 1,41% | 1,10 CHF | 1,11 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 55 948 CHF | 28 371 CHF | 99,38% | 99,38% |
11/07/2024 | 1,62% | 1,01 CHF | 1,03 CHF | 50 000 | 25 000 | 51 541 | 25 000 | 52 470 CHF | 25 893 CHF | 99,16% | 99,16% |
10/07/2024 | 1,44% | 1,04 CHF | 1,05 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 53 096 CHF | 26 934 CHF | 100,00% | 100,00% |
09/07/2024 | 1,54% | 1,12 CHF | 1,13 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 52 673 CHF | 26 743 CHF | 100,00% | 100,00% |
08/07/2024 | 1,49% | 1,12 CHF | 1,14 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 53 672 CHF | 27 238 CHF | 99,79% | 99,79% |
05/07/2024 | 1,91% | 0,93 CHF | 0,94 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 54 383 CHF | 23 097 CHF | 99,61% | 99,61% |
04/07/2024 | 1,98% | 0,81 CHF | 0,83 CHF | 70 000 | 25 000 | 69 033 | 25 000 | 55 864 CHF | 20 646 CHF | 100,00% | 100,00% |
03/07/2024 | 1,88% | 0,81 CHF | 0,82 CHF | 70 000 | 25 000 | 66 720 | 25 000 | 55 013 CHF | 21 064 CHF | 99,73% | 99,73% |