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 | 0,99% | 1,02 CHF | 1,03 CHF | 50 000 | 25 000 | 50 323 | 25 000 | 50 675 CHF | 25 428 CHF | 100,00% | 100,00% |
15/07/2024 | 0,95% | 1,02 CHF | 1,03 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 52 307 CHF | 26 403 CHF | 97,10% | 97,10% |
12/07/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 52 430 CHF | 26 465 CHF | 99,01% | 99,01% |
11/07/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 54 088 CHF | 27 294 CHF | 99,09% | 99,09% |
10/07/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 53 098 CHF | 26 799 CHF | 100,00% | 100,00% |
09/07/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 53 862 CHF | 27 181 CHF | 100,00% | 100,00% |
08/07/2024 | 0,89% | 1,09 CHF | 1,10 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 55 686 CHF | 28 093 CHF | 100,00% | 100,00% |
05/07/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 56 571 CHF | 28 536 CHF | 61,81% | 61,81% |
04/07/2024 | 1,51% | 1,08 CHF | 1,09 CHF | 50 000 | 25 000 | 15 289 | 13 430 | 16 475 CHF | 14 680 CHF | 100,00% | 100,00% |
03/07/2024 | 1,51% | 1,10 CHF | 1,12 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 13 800 CHF | 14 010 CHF | 99,73% | 99,73% |