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 | 0,93% | 1,06 CHF | 1,07 CHF | 109 000 | 109 000 | 108 479 | 108 479 | 116 681 CHF | 117 766 CHF | 100,00% | 100,00% |
15/07/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 107 000 | 107 000 | 105 091 | 105 091 | 118 301 CHF | 119 352 CHF | 100,00% | 100,00% |
12/07/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 105 000 | 105 000 | 105 325 | 105 325 | 118 352 CHF | 119 405 CHF | 100,00% | 100,00% |
11/07/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 107 000 | 107 000 | 106 581 | 106 581 | 118 233 CHF | 119 300 CHF | 100,00% | 100,00% |
10/07/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 107 000 | 107 000 | 106 618 | 106 618 | 118 356 CHF | 119 422 CHF | 100,00% | 100,00% |
09/07/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 107 000 | 107 000 | 107 668 | 107 668 | 117 006 CHF | 118 083 CHF | 100,00% | 100,00% |
08/07/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 105 000 | 105 000 | 106 826 | 106 826 | 118 823 CHF | 119 892 CHF | 100,00% | 100,00% |
05/07/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 107 000 | 107 000 | 106 999 | 106 999 | 118 445 CHF | 119 515 CHF | 99,81% | 99,81% |
04/07/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 107 000 | 107 000 | 107 000 | 107 000 | 118 343 CHF | 119 413 CHF | 99,49% | 99,49% |
03/07/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 107 000 | 107 000 | 106 627 | 106 627 | 118 719 CHF | 119 785 CHF | 99,35% | 99,35% |