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 | 0,92% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 277 CHF | 55 791 CHF | 100,00% | 100,00% |
15/07/2024 | 0,99% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 806 CHF | 56 359 CHF | 99,73% | 99,73% |
12/07/2024 | 0,97% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 558 CHF | 54 080 CHF | 99,01% | 99,01% |
11/07/2024 | 1,02% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 56 594 | 50 000 | 56 516 CHF | 50 557 CHF | 99,09% | 99,09% |
10/07/2024 | 1,07% | 0,97 CHF | 0,98 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 710 CHF | 48 608 CHF | 100,00% | 100,00% |
09/07/2024 | 0,99% | 0,95 CHF | 0,97 CHF | 60 000 | 50 000 | 53 452 | 50 000 | 54 949 CHF | 52 118 CHF | 100,00% | 100,00% |
08/07/2024 | 1,05% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 792 CHF | 52 337 CHF | 100,00% | 100,00% |
05/07/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 318 | 50 000 | 52 979 CHF | 53 168 CHF | 98,86% | 98,86% |
04/07/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 58 968 | 50 000 | 57 759 CHF | 49 494 CHF | 100,00% | 100,00% |
03/07/2024 | 1,12% | 0,92 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 334 CHF | 44 945 CHF | 99,82% | 99,82% |