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 | 1,30% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 750 CHF | 51 416 CHF | 99,98% | 99,98% |
15/07/2024 | 1,18% | 1,06 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 959 CHF | 56 626 CHF | 97,06% | 97,06% |
12/07/2024 | 1,25% | 1,13 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 566 CHF | 55 254 CHF | 99,01% | 99,01% |
11/07/2024 | 1,34% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 398 CHF | 55 133 CHF | 99,09% | 99,09% |
10/07/2024 | 1,33% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 249 CHF | 51 936 CHF | 100,00% | 100,00% |
09/07/2024 | 1,18% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 290 CHF | 52 912 CHF | 100,00% | 100,00% |
08/07/2024 | 1,19% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 760 CHF | 55 414 CHF | 100,00% | 100,00% |
05/07/2024 | 1,24% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 176 CHF | 55 865 CHF | 98,87% | 98,87% |
04/07/2024 | 1,16% | 1,22 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 296 CHF | 61 000 CHF | 100,00% | 100,00% |
03/07/2024 | 1,18% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 899 CHF | 58 588 CHF | 99,73% | 99,73% |