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 | 1,18% | 1,26 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 124 CHF | 61 847 CHF | 100,00% | 100,00% |
15/07/2024 | 1,17% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 864 CHF | 62 594 CHF | 99,68% | 99,68% |
12/07/2024 | 1,30% | 1,22 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 769 CHF | 59 538 CHF | 99,01% | 99,01% |
11/07/2024 | 1,12% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 342 CHF | 56 976 CHF | 99,08% | 99,08% |
10/07/2024 | 1,31% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 114 CHF | 53 815 CHF | 100,00% | 100,00% |
09/07/2024 | 1,30% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 332 CHF | 54 032 CHF | 100,00% | 100,00% |
08/07/2024 | 1,36% | 1,04 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 136 CHF | 53 865 CHF | 100,00% | 100,00% |
05/07/2024 | 1,37% | 1,02 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 763 CHF | 51 465 CHF | 98,98% | 98,98% |
04/07/2024 | 1,48% | 0,95 CHF | 0,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 186 CHF | 47 892 CHF | 100,00% | 100,00% |
03/07/2024 | 1,41% | 0,90 CHF | 0,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 45 789 CHF | 46 437 CHF | 100,00% | 100,00% |