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 | 1,05% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 249 CHF | 63 913 CHF | 99,75% | 99,75% |
15/07/2024 | 0,97% | 1,31 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 459 CHF | 69 126 CHF | 97,06% | 97,06% |
12/07/2024 | 1,02% | 1,38 CHF | 1,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 066 CHF | 67 754 CHF | 99,01% | 99,01% |
11/07/2024 | 1,09% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 898 CHF | 67 633 CHF | 99,09% | 99,09% |
10/07/2024 | 0,98% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 749 CHF | 64 375 CHF | 100,00% | 100,00% |
09/07/2024 | 0,96% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 790 CHF | 65 412 CHF | 100,00% | 100,00% |
08/07/2024 | 0,97% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 260 CHF | 67 914 CHF | 100,00% | 100,00% |
05/07/2024 | 1,01% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 676 CHF | 68 365 CHF | 98,87% | 98,87% |
04/07/2024 | 0,96% | 1,47 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 796 CHF | 73 500 CHF | 100,00% | 100,00% |
03/07/2024 | 0,97% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 369 CHF | 71 054 CHF | 99,73% | 99,73% |