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 | 0,90% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 358 CHF | 55 858 CHF | 100,00% | 100,00% |
15/07/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 751 CHF | 57 251 CHF | 98,73% | 98,73% |
12/07/2024 | 0,90% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 344 CHF | 55 844 CHF | 99,38% | 99,38% |
11/07/2024 | 0,93% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 320 CHF | 81 070 CHF | 99,16% | 99,16% |
10/07/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 711 CHF | 77 461 CHF | 100,00% | 100,00% |
09/07/2024 | 0,93% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 052 CHF | 80 802 CHF | 100,00% | 100,00% |
08/07/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 143 CHF | 54 643 CHF | 100,00% | 100,00% |
05/07/2024 | 0,86% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 580 CHF | 58 080 CHF | 99,62% | 99,62% |
04/07/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 726 CHF | 56 226 CHF | 100,00% | 100,00% |
03/07/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 990 CHF | 82 740 CHF | 99,73% | 99,73% |