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 | 0,91% | 1,46 CHF | 1,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 107 182 CHF | 108 164 CHF | 100,00% | 100,00% |
15/07/2024 | 0,82% | 1,46 CHF | 1,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 109 675 CHF | 110 579 CHF | 99,72% | 99,72% |
12/07/2024 | 0,86% | 1,47 CHF | 1,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 108 887 CHF | 109 826 CHF | 97,46% | 97,46% |
11/07/2024 | 0,81% | 1,51 CHF | 1,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 110 798 CHF | 111 695 CHF | 99,08% | 99,08% |
10/07/2024 | 1,03% | 1,37 CHF | 1,38 CHF | 100 000 | 100 000 | 94 141 | 94 141 | 126 548 CHF | 127 805 CHF | 100,00% | 100,00% |
09/07/2024 | 0,89% | 1,36 CHF | 1,37 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 135 011 CHF | 136 213 CHF | 99,87% | 99,87% |
08/07/2024 | 0,88% | 1,38 CHF | 1,39 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 106 342 CHF | 107 279 CHF | 100,00% | 100,00% |
05/07/2024 | 0,93% | 1,46 CHF | 1,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 110 923 CHF | 111 954 CHF | 98,98% | 98,98% |
04/07/2024 | 0,85% | 1,48 CHF | 1,49 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 110 197 CHF | 111 142 CHF | 100,00% | 100,00% |
03/07/2024 | 0,83% | 1,47 CHF | 1,48 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 144 514 CHF | 145 720 CHF | 100,00% | 100,00% |