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 | 0,96% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 007 CHF | 52 507 CHF | 100,00% | 100,00% |
15/07/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 133 | 50 133 | 55 279 CHF | 55 780 CHF | 100,00% | 100,00% |
12/07/2024 | 1,02% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 68 571 | 68 570 | 66 732 CHF | 67 417 CHF | 98,43% | 98,43% |
11/07/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 261 | 50 261 | 51 989 CHF | 52 492 CHF | 99,67% | 99,67% |
10/07/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 118 | 50 118 | 54 225 CHF | 54 727 CHF | 99,78% | 99,78% |
09/07/2024 | 0,99% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 55 871 | 55 873 | 56 232 CHF | 56 793 CHF | 100,00% | 100,00% |
08/07/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 53 945 | 53 942 | 54 626 CHF | 55 162 CHF | 98,98% | 98,98% |
05/07/2024 | 0,94% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 800 CHF | 53 300 CHF | 100,00% | 100,00% |
04/07/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 184 | 50 186 | 52 480 CHF | 52 984 CHF | 98,15% | 98,15% |
03/07/2024 | 1,04% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 811 CHF | 72 561 CHF | 100,00% | 100,00% |