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 | 1,02% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 404 CHF | 67 085 CHF | 100,00% | 100,00% |
15/07/2024 | 1,14% | 1,32 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 094 CHF | 67 864 CHF | 99,68% | 99,68% |
12/07/2024 | 1,14% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 038 CHF | 64 769 CHF | 99,01% | 99,01% |
11/07/2024 | 1,15% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 550 CHF | 62 264 CHF | 98,52% | 98,52% |
10/07/2024 | 1,20% | 1,19 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 385 CHF | 59 088 CHF | 100,00% | 100,00% |
09/07/2024 | 1,15% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 612 CHF | 59 289 CHF | 100,00% | 100,00% |
08/07/2024 | 1,21% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 365 CHF | 59 076 CHF | 100,00% | 100,00% |
05/07/2024 | 1,24% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 992 CHF | 56 692 CHF | 98,98% | 98,98% |
04/07/2024 | 1,33% | 1,05 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 438 CHF | 53 139 CHF | 100,00% | 100,00% |
03/07/2024 | 1,33% | 1,00 CHF | 1,02 CHF | 50 000 | 50 000 | 50 382 | 50 000 | 51 414 CHF | 51 718 CHF | 97,26% | 97,26% |