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 | 0,96% | 1,05 CHF | 1,06 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 51 710 CHF | 26 105 CHF | 99,99% | 99,99% |
15/07/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 52 704 CHF | 26 602 CHF | 99,70% | 99,70% |
12/07/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 52 603 CHF | 26 551 CHF | 99,01% | 99,01% |
11/07/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 51 493 CHF | 25 997 CHF | 99,09% | 99,09% |
10/07/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 50 000 | 25 000 | 55 271 | 25 000 | 54 970 CHF | 25 126 CHF | 100,00% | 100,00% |
09/07/2024 | 0,98% | 0,98 CHF | 0,99 CHF | 60 000 | 25 000 | 51 729 | 25 000 | 52 733 CHF | 25 766 CHF | 100,00% | 100,00% |
08/07/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 51 602 CHF | 26 051 CHF | 100,00% | 100,00% |
05/07/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 52 272 CHF | 26 386 CHF | 98,98% | 98,98% |
04/07/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 52 501 CHF | 26 500 CHF | 100,00% | 100,00% |
03/07/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 51 475 CHF | 25 988 CHF | 100,00% | 100,00% |