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% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 47 132 | 47 132 | 57 320 CHF | 57 798 CHF | 100,00% | 100,00% |
15/07/2024 | 0,98% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 38 487 | 38 487 | 48 695 CHF | 49 093 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 49 917 | 49 917 | 62 129 CHF | 62 628 CHF | 100,00% | 100,00% |
11/07/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 345 CHF | 64 845 CHF | 99,98% | 99,98% |
10/07/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 306 CHF | 62 806 CHF | 100,00% | 100,00% |
09/07/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 49 889 | 49 889 | 60 705 CHF | 61 205 CHF | 100,00% | 100,00% |
08/07/2024 | 0,82% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 49 914 | 49 914 | 60 573 CHF | 61 073 CHF | 99,73% | 99,73% |
05/07/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 679 CHF | 57 179 CHF | 100,00% | 100,00% |
04/07/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 411 CHF | 56 911 CHF | 100,00% | 100,00% |
03/07/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 49 998 | 49 998 | 52 515 CHF | 53 015 CHF | 100,00% | 100,00% |