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 | 0,84% | 1,19 CHF | 1,20 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 59 041 CHF | 29 771 CHF | 100,00% | 100,00% |
15/07/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 50 000 | 25 000 | 49 881 | 25 000 | 60 818 CHF | 30 733 CHF | 97,10% | 97,10% |
12/07/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 61 053 CHF | 30 777 CHF | 99,01% | 99,01% |
11/07/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 40 000 | 25 000 | 42 542 | 25 000 | 53 280 CHF | 31 580 CHF | 99,09% | 99,09% |
10/07/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 61 828 CHF | 31 164 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 50 000 | 25 000 | 43 671 | 25 000 | 54 569 CHF | 31 511 CHF | 100,00% | 100,00% |
08/07/2024 | 0,77% | 1,27 CHF | 1,28 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 51 489 CHF | 32 431 CHF | 100,00% | 100,00% |
05/07/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 52 150 CHF | 32 844 CHF | 61,81% | 61,81% |
04/07/2024 | 1,29% | 1,26 CHF | 1,27 CHF | 40 000 | 25 000 | 14 546 | 13 430 | 18 184 CHF | 17 001 CHF | 100,00% | 100,00% |
03/07/2024 | 1,39% | 1,28 CHF | 1,29 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 15 953 CHF | 16 175 CHF | 99,73% | 99,73% |