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 | 0,88% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 560 CHF | 57 060 CHF | 100,00% | 100,00% |
15/07/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 497 CHF | 59 997 CHF | 100,00% | 100,00% |
12/07/2024 | 0,87% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 231 CHF | 57 731 CHF | 98,98% | 98,98% |
11/07/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 551 CHF | 58 051 CHF | 99,40% | 99,40% |
10/07/2024 | 0,81% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 401 CHF | 61 901 CHF | 99,85% | 99,85% |
09/07/2024 | 0,78% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 954 CHF | 64 454 CHF | 100,00% | 100,00% |
08/07/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 817 CHF | 63 317 CHF | 100,00% | 100,00% |
05/07/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 343 CHF | 64 843 CHF | 99,27% | 99,27% |
04/07/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 288 CHF | 66 788 CHF | 100,00% | 100,00% |
03/07/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 570 CHF | 67 070 CHF | 99,51% | 99,51% |