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 | 1,10% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 033 CHF | 61 707 CHF | 99,60% | 99,60% |
15/07/2024 | 1,02% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 208 CHF | 66 888 CHF | 97,09% | 97,09% |
12/07/2024 | 1,05% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 837 CHF | 65 520 CHF | 99,01% | 99,01% |
11/07/2024 | 0,98% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 718 CHF | 65 353 CHF | 98,73% | 98,73% |
10/07/2024 | 1,11% | 1,24 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 457 CHF | 62 145 CHF | 100,00% | 100,00% |
09/07/2024 | 1,15% | 1,22 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 528 CHF | 63 253 CHF | 100,00% | 100,00% |
08/07/2024 | 1,06% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 020 CHF | 65 714 CHF | 100,00% | 100,00% |
05/07/2024 | 1,09% | 1,29 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 399 CHF | 66 116 CHF | 98,87% | 98,87% |
04/07/2024 | 0,97% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 535 CHF | 71 223 CHF | 100,00% | 100,00% |
03/07/2024 | 1,02% | 1,38 CHF | 1,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 168 CHF | 68 869 CHF | 99,73% | 99,73% |