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 | 1,02% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 59 363 | 50 000 | 57 929 CHF | 49 308 CHF | 99,46% | 99,46% |
15/07/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 908 CHF | 52 408 CHF | 97,52% | 97,52% |
12/07/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 937 CHF | 52 437 CHF | 84,03% | 84,03% |
11/07/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 55 721 | 50 000 | 55 277 CHF | 50 144 CHF | 99,10% | 99,10% |
10/07/2024 | 1,07% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 910 CHF | 47 092 CHF | 99,55% | 99,55% |
09/07/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 60 000 | 50 000 | 59 911 | 50 000 | 57 809 CHF | 48 749 CHF | 99,57% | 99,57% |
08/07/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 58 772 | 50 000 | 57 959 CHF | 49 823 CHF | 99,48% | 99,48% |
05/07/2024 | 0,97% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 51 790 | 50 000 | 53 113 CHF | 51 856 CHF | 98,41% | 98,41% |
04/07/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 900 CHF | 51 400 CHF | 98,62% | 98,62% |
03/07/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 59 582 | 50 000 | 58 692 CHF | 49 759 CHF | 95,89% | 95,89% |