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 | 1,23% | 1,08 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 162 CHF | 56 857 CHF | 100,00% | 100,00% |
15/07/2024 | 1,22% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 099 CHF | 54 762 CHF | 98,61% | 98,61% |
12/07/2024 | 1,15% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 353 CHF | 57 003 CHF | 99,38% | 99,38% |
11/07/2024 | 1,11% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 701 CHF | 54 299 CHF | 99,15% | 99,15% |
10/07/2024 | 1,23% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 58 215 | 50 000 | 56 728 CHF | 49 365 CHF | 100,00% | 100,00% |
09/07/2024 | 1,19% | 0,97 CHF | 0,98 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 022 CHF | 48 088 CHF | 100,00% | 100,00% |
08/07/2024 | 1,14% | 0,97 CHF | 0,99 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 349 CHF | 48 337 CHF | 100,00% | 100,00% |
05/07/2024 | 1,47% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 55 602 | 50 000 | 55 279 CHF | 50 500 CHF | 99,62% | 99,62% |
04/07/2024 | 1,34% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 59 782 | 50 000 | 58 544 CHF | 49 628 CHF | 100,00% | 100,00% |
03/07/2024 | 1,25% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 711 CHF | 54 387 CHF | 99,73% | 99,73% |