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 | 1,26% | 1,11 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 909 CHF | 56 616 CHF | 99,42% | 99,42% |
15/07/2024 | 1,10% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 126 CHF | 61 802 CHF | 97,05% | 97,05% |
12/07/2024 | 1,15% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 754 CHF | 60 444 CHF | 99,01% | 99,01% |
11/07/2024 | 1,14% | 1,23 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 633 CHF | 60 319 CHF | 99,09% | 99,09% |
10/07/2024 | 1,18% | 1,14 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 375 CHF | 57 046 CHF | 100,00% | 100,00% |
09/07/2024 | 1,24% | 1,12 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 412 CHF | 58 128 CHF | 100,00% | 100,00% |
08/07/2024 | 1,20% | 1,17 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 914 CHF | 60 635 CHF | 100,00% | 100,00% |
05/07/2024 | 1,19% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 285 CHF | 61 007 CHF | 98,87% | 98,87% |
04/07/2024 | 1,05% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 500 CHF | 66 188 CHF | 100,00% | 100,00% |
03/07/2024 | 1,14% | 1,28 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 054 CHF | 63 776 CHF | 99,73% | 99,73% |