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 | 2,77% | 1,12 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 282 CHF | 85 617 CHF | 100,00% | 100,00% |
15/07/2024 | 2,56% | 1,15 CHF | 1,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 921 CHF | 93 278 CHF | 95,21% | 95,21% |
12/07/2024 | 2,53% | 1,20 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 484 CHF | 93 824 CHF | 98,91% | 98,91% |
11/07/2024 | 2,59% | 1,15 CHF | 1,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 719 CHF | 91 045 CHF | 89,99% | 89,99% |
10/07/2024 | 2,96% | 1,08 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 428 CHF | 78 722 CHF | 100,00% | 100,00% |
09/07/2024 | 2,93% | 1,01 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 501 CHF | 79 808 CHF | 100,00% | 100,00% |
08/07/2024 | 3,00% | 1,02 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 645 CHF | 77 945 CHF | 99,71% | 99,71% |
05/07/2024 | 3,00% | 0,97 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 476 CHF | 77 771 CHF | 98,81% | 98,81% |
04/07/2024 | 3,03% | 1,02 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 699 CHF | 76 993 CHF | 100,00% | 100,00% |
03/07/2024 | 3,17% | 0,94 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 948 CHF | 73 235 CHF | 99,73% | 99,73% |