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 | 1,34% | 0,92 CHF | 0,93 CHF | 60 000 | 50 000 | 52 950 | 44 964 | 47 366 CHF | 40 716 CHF | 100,00% | 100,00% |
15/07/2024 | 0,98% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 53 406 | 50 000 | 53 896 CHF | 51 059 CHF | 99,73% | 99,73% |
12/07/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 452 CHF | 52 952 CHF | 99,01% | 99,01% |
11/07/2024 | 1,02% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 622 CHF | 54 170 CHF | 99,09% | 99,09% |
10/07/2024 | 1,01% | 1,04 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 030 CHF | 52 557 CHF | 100,00% | 100,00% |
09/07/2024 | 0,93% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 801 CHF | 54 301 CHF | 100,00% | 100,00% |
08/07/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 178 CHF | 55 678 CHF | 100,00% | 100,00% |
05/07/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 51 923 | 50 000 | 52 526 CHF | 51 164 CHF | 98,86% | 98,86% |
04/07/2024 | 1,08% | 0,94 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 58 171 CHF | 49 002 CHF | 100,00% | 100,00% |
03/07/2024 | 1,09% | 0,96 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 196 CHF | 48 183 CHF | 99,82% | 99,82% |