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 | 1,35% | 1,29 CHF | 1,30 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 729 CHF | 31 147 CHF | 100,00% | 100,00% |
15/07/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 340 CHF | 59 840 CHF | 99,72% | 99,72% |
12/07/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 004 CHF | 60 504 CHF | 99,01% | 99,01% |
11/07/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 113 CHF | 61 613 CHF | 99,08% | 99,08% |
10/07/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 297 CHF | 59 797 CHF | 100,00% | 100,00% |
09/07/2024 | 0,86% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 572 CHF | 58 072 CHF | 100,00% | 100,00% |
08/07/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 191 CHF | 59 691 CHF | 100,00% | 100,00% |
05/07/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 039 CHF | 58 539 CHF | 98,86% | 98,86% |
04/07/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 576 CHF | 58 076 CHF | 100,00% | 100,00% |
03/07/2024 | 0,90% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 323 CHF | 55 823 CHF | 99,82% | 99,82% |