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 | 1,04% | 0,96 CHF | 0,97 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 57 396 CHF | 24 165 CHF | 100,00% | 100,00% |
15/07/2024 | 1,00% | 0,97 CHF | 0,98 CHF | 60 000 | 25 000 | 54 350 | 25 000 | 54 046 CHF | 25 141 CHF | 97,10% | 97,10% |
12/07/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 50 000 | 25 000 | 54 858 | 25 000 | 54 661 CHF | 25 188 CHF | 99,01% | 99,01% |
11/07/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 51 547 CHF | 26 024 CHF | 99,09% | 99,09% |
10/07/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 50 598 CHF | 25 549 CHF | 100,00% | 100,00% |
09/07/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 51 328 CHF | 25 914 CHF | 100,00% | 100,00% |
08/07/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 53 186 CHF | 26 843 CHF | 100,00% | 100,00% |
05/07/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 53 982 CHF | 27 241 CHF | 60,60% | 60,60% |
04/07/2024 | 1,60% | 1,03 CHF | 1,04 CHF | 50 000 | 25 000 | 15 289 | 13 430 | 15 701 CHF | 14 002 CHF | 100,00% | 100,00% |
03/07/2024 | 1,76% | 1,05 CHF | 1,07 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 13 147 CHF | 13 380 CHF | 99,73% | 99,73% |