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 | 0,95% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 252 CHF | 52 752 CHF | 100,00% | 100,00% |
15/07/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 330 CHF | 53 830 CHF | 98,52% | 98,52% |
12/07/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 957 CHF | 53 457 CHF | 99,38% | 99,38% |
11/07/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 922 CHF | 53 422 CHF | 99,15% | 99,15% |
10/07/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 349 CHF | 50 849 CHF | 100,00% | 100,00% |
09/07/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 51 124 | 50 000 | 51 253 CHF | 50 640 CHF | 100,00% | 100,00% |
08/07/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 50 823 | 50 000 | 50 857 CHF | 50 543 CHF | 100,00% | 100,00% |
05/07/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 56 282 | 50 000 | 55 804 CHF | 50 101 CHF | 99,62% | 99,62% |
04/07/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 55 505 | 50 000 | 55 045 CHF | 50 117 CHF | 100,00% | 100,00% |
03/07/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 396 CHF | 48 330 CHF | 99,73% | 99,73% |