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 | 2,00% | 1,14 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 589 CHF | 56 711 CHF | 100,00% | 100,00% |
15/07/2024 | 1,92% | 1,11 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 996 CHF | 57 084 CHF | 99,72% | 99,72% |
12/07/2024 | 1,96% | 1,12 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 746 CHF | 56 851 CHF | 99,01% | 99,01% |
11/07/2024 | 1,96% | 1,13 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 031 CHF | 56 117 CHF | 99,08% | 99,08% |
10/07/2024 | 2,16% | 1,11 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 577 CHF | 54 749 CHF | 100,00% | 100,00% |
09/07/2024 | 2,03% | 1,06 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 783 CHF | 55 905 CHF | 100,00% | 100,00% |
08/07/2024 | 2,08% | 1,05 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 851 CHF | 53 960 CHF | 100,00% | 100,00% |
05/07/2024 | 2,12% | 1,05 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 432 CHF | 53 558 CHF | 98,86% | 98,86% |
04/07/2024 | 2,19% | 1,03 CHF | 1,06 CHF | 50 000 | 50 000 | 50 084 | 50 000 | 51 008 CHF | 52 051 CHF | 100,00% | 100,00% |
03/07/2024 | 2,23% | 0,95 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 877 CHF | 48 465 CHF | 99,82% | 99,82% |