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 | 0,93% | 1,09 CHF | 1,10 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 53 584 CHF | 27 042 CHF | 100,00% | 100,00% |
15/07/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 54 604 CHF | 27 552 CHF | 99,72% | 99,72% |
12/07/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 54 450 CHF | 27 475 CHF | 99,01% | 99,01% |
11/07/2024 | 0,93% | 1,09 CHF | 1,10 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 53 323 CHF | 26 911 CHF | 99,09% | 99,09% |
10/07/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 51 721 CHF | 26 110 CHF | 100,00% | 100,00% |
09/07/2024 | 0,94% | 1,02 CHF | 1,03 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 52 990 CHF | 26 745 CHF | 100,00% | 100,00% |
08/07/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 53 427 CHF | 26 964 CHF | 100,00% | 100,00% |
05/07/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 54 223 CHF | 27 361 CHF | 98,98% | 98,98% |
04/07/2024 | 0,91% | 1,07 CHF | 1,08 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 54 413 CHF | 27 457 CHF | 100,00% | 100,00% |
03/07/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 53 305 CHF | 26 902 CHF | 100,00% | 100,00% |