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 | 0,80% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 043 CHF | 62 543 CHF | 100,00% | 100,00% |
15/07/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 197 CHF | 61 697 CHF | 100,00% | 100,00% |
12/07/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 562 CHF | 60 062 CHF | 98,43% | 98,43% |
11/07/2024 | 0,99% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 423 CHF | 50 923 CHF | 93,67% | 93,67% |
10/07/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 49 524 CHF | 50 024 CHF | 99,80% | 99,80% |
09/07/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 610 CHF | 51 110 CHF | 100,00% | 100,00% |
08/07/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 425 CHF | 50 925 CHF | 98,97% | 98,97% |
05/07/2024 | 0,97% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 363 CHF | 51 863 CHF | 100,00% | 100,00% |
04/07/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 516 CHF | 51 016 CHF | 98,15% | 98,15% |
03/07/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 185 CHF | 50 685 CHF | 100,00% | 100,00% |