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 | 1,18% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 45 106 | 44 964 | 45 788 CHF | 46 148 CHF | 100,00% | 100,00% |
15/07/2024 | 1,08% | 1,10 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 559 CHF | 57 175 CHF | 99,72% | 99,72% |
12/07/2024 | 1,02% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 452 CHF | 59 051 CHF | 99,01% | 99,01% |
11/07/2024 | 0,83% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 670 CHF | 60 170 CHF | 99,09% | 99,09% |
10/07/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 057 CHF | 58 557 CHF | 100,00% | 100,00% |
09/07/2024 | 0,91% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 801 CHF | 60 345 CHF | 100,00% | 100,00% |
08/07/2024 | 0,95% | 1,22 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 178 CHF | 61 763 CHF | 100,00% | 100,00% |
05/07/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 664 CHF | 57 164 CHF | 98,86% | 98,86% |
04/07/2024 | 0,96% | 1,06 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 476 CHF | 55 002 CHF | 100,00% | 100,00% |
03/07/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 683 CHF | 54 183 CHF | 99,82% | 99,82% |