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 | 0,99% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 52 891 | 50 000 | 52 945 CHF | 50 588 CHF | 100,00% | 100,00% |
15/07/2024 | 1,13% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 37 029 | 37 029 | 38 786 CHF | 39 205 CHF | 93,83% | 93,83% |
12/07/2024 | 0,98% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 172 | 50 000 | 50 691 CHF | 51 021 CHF | 81,73% | 81,73% |
11/07/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 191 CHF | 51 691 CHF | 83,80% | 83,80% |
10/07/2024 | 0,91% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 493 CHF | 54 993 CHF | 98,55% | 98,55% |
09/07/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 747 CHF | 57 247 CHF | 100,00% | 100,00% |
08/07/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 763 CHF | 56 263 CHF | 99,97% | 99,97% |
05/07/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 165 CHF | 57 665 CHF | 98,87% | 98,87% |
04/07/2024 | 1,35% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 26 857 | 26 857 | 31 702 CHF | 32 121 CHF | 100,00% | 100,00% |
03/07/2024 | 1,40% | 1,18 CHF | 1,19 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 582 CHF | 29 998 CHF | 99,73% | 99,73% |