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 | 1,24% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 52 950 | 44 964 | 50 868 CHF | 43 690 CHF | 100,00% | 100,00% |
15/07/2024 | 0,92% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 882 CHF | 54 382 CHF | 99,73% | 99,73% |
12/07/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 762 CHF | 56 262 CHF | 99,01% | 99,01% |
11/07/2024 | 0,87% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 966 CHF | 57 466 CHF | 99,09% | 99,09% |
10/07/2024 | 0,98% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 368 CHF | 55 913 CHF | 100,00% | 100,00% |
09/07/2024 | 0,87% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 103 CHF | 57 603 CHF | 100,00% | 100,00% |
08/07/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 512 CHF | 59 012 CHF | 100,00% | 100,00% |
05/07/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 008 CHF | 54 508 CHF | 98,86% | 98,86% |
04/07/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 771 CHF | 52 271 CHF | 100,00% | 100,00% |
03/07/2024 | 1,09% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 002 CHF | 51 558 CHF | 99,82% | 99,82% |