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 | 1,15% | 1,16 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 138 CHF | 90 168 CHF | 100,00% | 100,00% |
15/07/2024 | 1,07% | 1,15 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 794 CHF | 87 728 CHF | 99,72% | 99,72% |
12/07/2024 | 1,15% | 1,15 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 769 CHF | 88 783 CHF | 98,16% | 98,16% |
11/07/2024 | 1,04% | 1,11 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 891 CHF | 86 792 CHF | 99,09% | 99,09% |
10/07/2024 | 1,16% | 1,26 CHF | 1,27 CHF | 100 000 | 100 000 | 94 141 | 94 141 | 120 191 CHF | 121 540 CHF | 100,00% | 100,00% |
09/07/2024 | 1,05% | 1,27 CHF | 1,28 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 127 239 CHF | 128 578 CHF | 100,00% | 100,00% |
08/07/2024 | 1,05% | 1,25 CHF | 1,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 577 CHF | 91 535 CHF | 99,61% | 99,61% |
05/07/2024 | 1,13% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 155 CHF | 87 129 CHF | 98,98% | 98,98% |
04/07/2024 | 1,13% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 009 CHF | 87 998 CHF | 100,00% | 100,00% |
03/07/2024 | 1,03% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 118 443 CHF | 119 675 CHF | 100,00% | 100,00% |