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 | 1,74% | 1,22 CHF | 1,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 669 CHF | 92 261 CHF | 100,00% | 100,00% |
15/07/2024 | 1,81% | 1,24 CHF | 1,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 97 581 CHF | 99 369 CHF | 95,22% | 95,22% |
12/07/2024 | 1,63% | 1,29 CHF | 1,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 98 128 CHF | 99 739 CHF | 98,93% | 98,93% |
11/07/2024 | 1,64% | 1,24 CHF | 1,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 95 659 CHF | 97 240 CHF | 89,99% | 89,99% |
10/07/2024 | 1,80% | 1,18 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 859 CHF | 86 400 CHF | 100,00% | 100,00% |
09/07/2024 | 1,80% | 1,13 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 884 CHF | 87 446 CHF | 100,00% | 100,00% |
08/07/2024 | 1,82% | 1,13 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 227 CHF | 85 773 CHF | 99,71% | 99,71% |
05/07/2024 | 1,88% | 1,09 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 120 CHF | 85 714 CHF | 98,78% | 98,78% |
04/07/2024 | 1,84% | 1,13 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 482 CHF | 85 029 CHF | 100,00% | 100,00% |
03/07/2024 | 1,92% | 1,06 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 104 CHF | 81 658 CHF | 99,67% | 99,67% |