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 | 1,10% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 636 CHF | 46 878 CHF | 100,00% | 100,00% |
15/07/2024 | 1,16% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 071 CHF | 46 428 CHF | 99,72% | 99,72% |
12/07/2024 | 1,07% | 0,93 CHF | 0,95 CHF | 60 000 | 50 000 | 58 509 | 50 000 | 56 352 CHF | 48 721 CHF | 99,01% | 99,01% |
11/07/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 51 688 | 50 000 | 53 448 CHF | 52 302 CHF | 99,09% | 99,09% |
10/07/2024 | 1,01% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 729 CHF | 54 274 CHF | 100,00% | 100,00% |
09/07/2024 | 1,23% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 55 467 | 50 000 | 55 517 CHF | 50 882 CHF | 100,00% | 100,00% |
08/07/2024 | 1,08% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 53 098 | 50 000 | 53 182 CHF | 50 663 CHF | 100,00% | 100,00% |
05/07/2024 | 1,11% | 0,97 CHF | 0,98 CHF | 60 000 | 50 000 | 55 959 | 50 000 | 55 132 CHF | 49 917 CHF | 98,86% | 98,86% |
04/07/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 031 CHF | 53 531 CHF | 100,00% | 100,00% |
03/07/2024 | 0,91% | 1,12 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 590 CHF | 58 118 CHF | 99,82% | 99,82% |