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 | 0,89% | 1,14 CHF | 1,15 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 55 875 CHF | 28 187 CHF | 100,00% | 100,00% |
15/07/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 56 863 CHF | 28 682 CHF | 99,72% | 99,72% |
12/07/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 56 901 CHF | 28 701 CHF | 99,01% | 99,01% |
11/07/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 55 675 CHF | 28 087 CHF | 99,09% | 99,09% |
10/07/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 53 982 CHF | 27 241 CHF | 100,00% | 100,00% |
09/07/2024 | 0,90% | 1,06 CHF | 1,07 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 55 343 CHF | 27 922 CHF | 100,00% | 100,00% |
08/07/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 55 861 CHF | 28 181 CHF | 100,00% | 100,00% |
05/07/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 56 644 CHF | 28 572 CHF | 98,98% | 98,98% |
04/07/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 56 782 CHF | 28 641 CHF | 100,00% | 100,00% |
03/07/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 55 673 CHF | 28 087 CHF | 100,00% | 100,00% |