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 | 2,14% | 1,08 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 921 CHF | 54 068 CHF | 100,00% | 100,00% |
15/07/2024 | 2,14% | 1,05 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 268 CHF | 54 421 CHF | 99,73% | 99,73% |
12/07/2024 | 2,23% | 1,08 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 891 CHF | 54 081 CHF | 99,01% | 99,01% |
11/07/2024 | 2,23% | 1,03 CHF | 1,05 CHF | 50 000 | 50 000 | 53 371 | 50 000 | 53 922 CHF | 51 721 CHF | 99,08% | 99,08% |
10/07/2024 | 2,11% | 0,99 CHF | 1,02 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 417 CHF | 48 868 CHF | 100,00% | 100,00% |
09/07/2024 | 2,20% | 0,89 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 862 CHF | 46 735 CHF | 100,00% | 100,00% |
08/07/2024 | 2,36% | 0,91 CHF | 0,94 CHF | 60 000 | 50 000 | 59 018 | 50 000 | 56 025 CHF | 48 646 CHF | 100,00% | 100,00% |
05/07/2024 | 2,30% | 0,97 CHF | 1,00 CHF | 60 000 | 50 000 | 53 794 | 50 000 | 53 558 CHF | 51 016 CHF | 98,86% | 98,86% |
04/07/2024 | 2,37% | 0,96 CHF | 0,98 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 991 CHF | 48 633 CHF | 100,00% | 100,00% |
03/07/2024 | 2,62% | 0,93 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 410 CHF | 47 401 CHF | 99,82% | 99,82% |