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 | 1,25% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 222 CHF | 84 271 CHF | 100,00% | 100,00% |
15/07/2024 | 1,09% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 793 CHF | 86 731 CHF | 99,72% | 99,72% |
12/07/2024 | 1,20% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 940 CHF | 85 967 CHF | 98,15% | 98,15% |
11/07/2024 | 1,09% | 1,19 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 835 CHF | 87 791 CHF | 99,04% | 99,04% |
10/07/2024 | 1,29% | 1,05 CHF | 1,06 CHF | 100 000 | 100 000 | 94 141 | 94 141 | 96 618 CHF | 97 813 CHF | 100,00% | 100,00% |
09/07/2024 | 1,22% | 1,04 CHF | 1,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 103 154 CHF | 104 422 CHF | 100,00% | 100,00% |
08/07/2024 | 1,19% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 396 CHF | 83 383 CHF | 100,00% | 100,00% |
05/07/2024 | 1,17% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 094 CHF | 88 114 CHF | 98,98% | 98,98% |
04/07/2024 | 1,02% | 1,16 CHF | 1,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 361 CHF | 87 250 CHF | 100,00% | 100,00% |
03/07/2024 | 1,21% | 1,15 CHF | 1,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 112 557 CHF | 113 922 CHF | 100,00% | 100,00% |