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 | 1,04% | 1,34 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 410 CHF | 68 116 CHF | 99,43% | 99,43% |
15/07/2024 | 0,93% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 626 CHF | 73 302 CHF | 97,05% | 97,05% |
12/07/2024 | 0,96% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 254 CHF | 71 944 CHF | 99,01% | 99,01% |
11/07/2024 | 0,96% | 1,46 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 133 CHF | 71 819 CHF | 99,09% | 99,09% |
10/07/2024 | 0,98% | 1,37 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 875 CHF | 68 546 CHF | 100,00% | 100,00% |
09/07/2024 | 1,03% | 1,35 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 912 CHF | 69 628 CHF | 100,00% | 100,00% |
08/07/2024 | 1,00% | 1,40 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 414 CHF | 72 135 CHF | 100,00% | 100,00% |
05/07/2024 | 1,00% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 785 CHF | 72 507 CHF | 98,87% | 98,87% |
04/07/2024 | 0,89% | 1,55 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 943 CHF | 77 632 CHF | 100,00% | 100,00% |
03/07/2024 | 0,96% | 1,51 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 554 CHF | 75 276 CHF | 99,73% | 99,73% |