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 | 0,87% | 1,17 CHF | 1,18 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 57 352 CHF | 28 926 CHF | 100,00% | 100,00% |
15/07/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 58 328 CHF | 29 414 CHF | 99,70% | 99,70% |
12/07/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 58 362 CHF | 29 431 CHF | 99,01% | 99,01% |
11/07/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 57 140 CHF | 28 820 CHF | 99,09% | 99,09% |
10/07/2024 | 0,90% | 1,13 CHF | 1,14 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 55 469 CHF | 27 985 CHF | 100,00% | 100,00% |
09/07/2024 | 0,88% | 1,09 CHF | 1,10 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 56 798 CHF | 28 649 CHF | 100,00% | 100,00% |
08/07/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 57 338 CHF | 28 919 CHF | 100,00% | 100,00% |
05/07/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 58 104 CHF | 29 302 CHF | 98,98% | 98,98% |
04/07/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 58 231 CHF | 29 366 CHF | 100,00% | 100,00% |
03/07/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 57 140 CHF | 28 820 CHF | 100,00% | 100,00% |