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 | 1,29% | 0,75 CHF | 0,76 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 99 850 CHF | 101 149 CHF | 100,00% | 100,00% |
15/07/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 96 938 CHF | 98 238 CHF | 100,00% | 100,00% |
12/07/2024 | 1,33% | 0,73 CHF | 0,74 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 96 839 CHF | 98 139 CHF | 100,00% | 100,00% |
11/07/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 130 000 | 130 000 | 129 928 | 129 928 | 99 290 CHF | 100 590 CHF | 99,99% | 99,99% |
10/07/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 130 000 | 130 000 | 131 477 | 131 477 | 103 592 CHF | 104 907 CHF | 100,00% | 100,00% |
09/07/2024 | 1,25% | 0,81 CHF | 0,82 CHF | 140 000 | 140 000 | 134 759 | 134 759 | 107 419 CHF | 108 767 CHF | 100,00% | 100,00% |
08/07/2024 | 1,38% | 0,75 CHF | 0,76 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 93 865 CHF | 95 165 CHF | 99,99% | 99,99% |
05/07/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 96 234 CHF | 97 534 CHF | 100,00% | 100,00% |
04/07/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 95 637 CHF | 96 937 CHF | 100,00% | 100,00% |
03/07/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 130 000 | 130 000 | 130 129 | 130 129 | 101 747 CHF | 103 048 CHF | 100,00% | 100,00% |