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 | 1,00% | 1,02 CHF | 1,03 CHF | 50 000 | 25 000 | 54 203 | 25 000 | 54 064 CHF | 25 207 CHF | 100,00% | 100,00% |
15/07/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 50 957 CHF | 25 729 CHF | 99,72% | 99,72% |
12/07/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 50 910 CHF | 25 705 CHF | 99,01% | 99,01% |
11/07/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 50 000 | 25 000 | 55 723 | 25 000 | 55 344 CHF | 25 107 CHF | 99,09% | 99,09% |
10/07/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 57 637 CHF | 24 265 CHF | 100,00% | 100,00% |
09/07/2024 | 1,01% | 0,94 CHF | 0,95 CHF | 60 000 | 25 000 | 55 692 | 25 000 | 54 866 CHF | 24 922 CHF | 100,00% | 100,00% |
08/07/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 60 000 | 25 000 | 55 371 | 25 000 | 55 200 CHF | 25 192 CHF | 100,00% | 100,00% |
05/07/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 50 662 CHF | 25 581 CHF | 98,98% | 98,98% |
04/07/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 50 819 CHF | 25 659 CHF | 100,00% | 100,00% |
03/07/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 50 000 | 25 000 | 55 775 | 25 000 | 55 415 CHF | 25 102 CHF | 100,00% | 100,00% |