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 | 1,27% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 959 CHF | 52 624 CHF | 100,00% | 100,00% |
15/07/2024 | 1,50% | 1,03 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 632 CHF | 53 429 CHF | 99,68% | 99,68% |
12/07/2024 | 1,38% | 1,04 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 49 631 CHF | 50 322 CHF | 99,01% | 99,01% |
11/07/2024 | 1,66% | 0,98 CHF | 0,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 050 CHF | 47 835 CHF | 98,52% | 98,52% |
10/07/2024 | 1,40% | 0,91 CHF | 0,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 43 994 CHF | 44 614 CHF | 100,00% | 100,00% |
09/07/2024 | 1,52% | 0,84 CHF | 0,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 155 CHF | 44 832 CHF | 100,00% | 100,00% |
08/07/2024 | 1,65% | 0,86 CHF | 0,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 43 909 CHF | 44 636 CHF | 100,00% | 100,00% |
05/07/2024 | 1,48% | 0,84 CHF | 0,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 41 642 CHF | 42 263 CHF | 98,98% | 98,98% |
04/07/2024 | 1,76% | 0,76 CHF | 0,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 010 CHF | 38 686 CHF | 100,00% | 100,00% |
03/07/2024 | 1,90% | 0,72 CHF | 0,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 36 587 CHF | 37 289 CHF | 100,00% | 100,00% |