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 | 0,92% | 1,09 CHF | 1,10 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 53 938 CHF | 27 219 CHF | 100,00% | 100,00% |
15/07/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 55 907 CHF | 28 203 CHF | 97,10% | 97,10% |
12/07/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 55 958 CHF | 28 229 CHF | 99,01% | 99,01% |
11/07/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 57 629 CHF | 29 064 CHF | 99,09% | 99,09% |
10/07/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 56 670 CHF | 28 585 CHF | 100,00% | 100,00% |
09/07/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 57 451 CHF | 28 975 CHF | 100,00% | 100,00% |
08/07/2024 | 0,84% | 1,16 CHF | 1,17 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 59 322 CHF | 29 911 CHF | 100,00% | 100,00% |
05/07/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 60 136 CHF | 30 318 CHF | 61,81% | 61,81% |
04/07/2024 | 1,45% | 1,15 CHF | 1,16 CHF | 50 000 | 25 000 | 15 289 | 13 430 | 17 556 CHF | 15 636 CHF | 100,00% | 100,00% |
03/07/2024 | 1,44% | 1,17 CHF | 1,19 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 14 681 CHF | 14 894 CHF | 99,73% | 99,73% |