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 | 0,87% | 1,14 CHF | 1,15 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 125 591 CHF | 126 691 CHF | 100,00% | 100,00% |
15/07/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 109 000 | 109 000 | 108 160 | 108 160 | 118 116 CHF | 119 197 CHF | 99,99% | 99,99% |
12/07/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 108 000 | 108 000 | 108 774 | 108 774 | 120 375 CHF | 121 463 CHF | 100,00% | 100,00% |
11/07/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 108 000 | 108 000 | 108 711 | 108 711 | 120 500 CHF | 121 588 CHF | 100,00% | 100,00% |
10/07/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 125 482 CHF | 126 582 CHF | 100,00% | 100,00% |
09/07/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 110 000 | 110 000 | 109 565 | 109 565 | 123 952 CHF | 125 048 CHF | 100,00% | 100,00% |
08/07/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 109 000 | 109 000 | 108 673 | 108 673 | 120 294 CHF | 121 381 CHF | 100,00% | 100,00% |
05/07/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 109 000 | 109 000 | 108 522 | 108 522 | 119 974 CHF | 121 059 CHF | 99,82% | 99,82% |
04/07/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 106 000 | 106 000 | 106 486 | 106 486 | 112 307 CHF | 113 372 CHF | 99,50% | 99,50% |
03/07/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 107 000 | 107 000 | 107 486 | 107 486 | 116 011 CHF | 117 086 CHF | 100,00% | 100,00% |