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 | 2,09% | 1,12 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 890 CHF | 56 050 CHF | 100,00% | 100,00% |
15/07/2024 | 2,00% | 1,09 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 231 CHF | 56 350 CHF | 99,71% | 99,71% |
12/07/2024 | 2,06% | 1,12 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 939 CHF | 56 081 CHF | 99,01% | 99,01% |
11/07/2024 | 1,99% | 1,07 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 714 CHF | 53 776 CHF | 99,08% | 99,08% |
10/07/2024 | 1,98% | 1,04 CHF | 1,06 CHF | 50 000 | 50 000 | 52 042 | 50 000 | 52 056 CHF | 51 041 CHF | 100,00% | 100,00% |
09/07/2024 | 2,64% | 0,94 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 374 CHF | 49 091 CHF | 100,00% | 100,00% |
08/07/2024 | 2,22% | 0,96 CHF | 0,98 CHF | 60 000 | 50 000 | 56 774 | 50 000 | 56 166 CHF | 50 655 CHF | 100,00% | 100,00% |
05/07/2024 | 2,02% | 1,01 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 812 CHF | 52 871 CHF | 98,86% | 98,86% |
04/07/2024 | 2,26% | 1,00 CHF | 1,02 CHF | 50 000 | 50 000 | 56 754 | 50 000 | 56 145 CHF | 50 625 CHF | 100,00% | 100,00% |
03/07/2024 | 2,10% | 0,97 CHF | 0,99 CHF | 60 000 | 50 000 | 59 855 | 50 000 | 58 000 CHF | 49 483 CHF | 99,82% | 99,82% |