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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 55 552 CHF | 28 026 CHF | 99,94% | 99,94% |
16/07/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 56 403 CHF | 28 452 CHF | 99,99% | 99,99% |
15/07/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 53 452 CHF | 26 976 CHF | 99,97% | 99,97% |
12/07/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 52 551 CHF | 26 526 CHF | 99,99% | 99,99% |
11/07/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 52 451 CHF | 26 476 CHF | 35,04% | 35,04% |
10/07/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 53 079 CHF | 26 790 CHF | 99,63% | 99,63% |
09/07/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 53 198 CHF | 26 849 CHF | 100,00% | 100,00% |
08/07/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 52 198 CHF | 26 349 CHF | 100,00% | 100,00% |
05/07/2024 | 1,05% | 1,00 CHF | 1,01 CHF | 50 000 | 25 000 | 59 355 | 25 000 | 56 433 CHF | 24 033 CHF | 82,53% | 82,53% |
04/07/2024 | 1,07% | 0,90 CHF | 0,91 CHF | 60 000 | 25 000 | 59 783 | 25 000 | 55 769 CHF | 23 578 CHF | 99,17% | 99,17% |