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 | 1,17% | 1,07 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 757 CHF | 84 741 CHF | 100,00% | 100,00% |
15/07/2024 | 1,16% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 656 CHF | 79 574 CHF | 98,73% | 98,73% |
12/07/2024 | 1,28% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 804 CHF | 79 822 CHF | 99,38% | 99,38% |
11/07/2024 | 1,19% | 1,07 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 789 CHF | 82 765 CHF | 98,49% | 98,49% |
10/07/2024 | 1,14% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 191 CHF | 89 202 CHF | 99,86% | 99,86% |
09/07/2024 | 1,08% | 1,18 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 721 CHF | 86 656 CHF | 100,00% | 100,00% |
08/07/2024 | 1,12% | 1,15 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 723 CHF | 86 688 CHF | 100,00% | 100,00% |
05/07/2024 | 1,21% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 364 CHF | 84 377 CHF | 99,49% | 99,49% |
04/07/2024 | 1,11% | 1,11 CHF | 1,12 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 115 100 CHF | 116 387 CHF | 100,00% | 100,00% |
03/07/2024 | 1,03% | 1,20 CHF | 1,21 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 118 298 CHF | 119 523 CHF | 99,73% | 99,73% |