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 | 1,04% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 445 CHF | 65 120 CHF | 100,00% | 100,00% |
15/07/2024 | 1,04% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 530 CHF | 67 227 CHF | 96,83% | 96,83% |
12/07/2024 | 0,89% | 1,28 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 419 CHF | 64 997 CHF | 99,38% | 99,38% |
11/07/2024 | 0,89% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 188 CHF | 67 787 CHF | 98,57% | 98,57% |
10/07/2024 | 1,09% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 135 CHF | 72 926 CHF | 100,00% | 100,00% |
09/07/2024 | 1,00% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 412 CHF | 74 152 CHF | 100,00% | 100,00% |
08/07/2024 | 0,93% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 209 CHF | 73 890 CHF | 100,00% | 100,00% |
05/07/2024 | 1,01% | 1,42 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 277 CHF | 72 000 CHF | 99,62% | 99,62% |
04/07/2024 | 1,02% | 1,44 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 134 CHF | 72 872 CHF | 100,00% | 100,00% |
03/07/2024 | 1,12% | 1,39 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 352 CHF | 68 113 CHF | 99,73% | 99,73% |