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 | 1,81% | 1,02 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 743 CHF | 77 125 CHF | 100,00% | 100,00% |
15/07/2024 | 2,01% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 62 201 | 62 201 | 62 649 CHF | 63 835 CHF | 98,73% | 98,73% |
12/07/2024 | 1,51% | 1,02 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 017 CHF | 77 175 CHF | 99,38% | 99,38% |
11/07/2024 | 1,77% | 1,00 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 684 CHF | 73 975 CHF | 99,15% | 99,15% |
10/07/2024 | 1,69% | 0,94 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 462 CHF | 71 666 CHF | 100,00% | 100,00% |
09/07/2024 | 1,73% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 403 CHF | 71 634 CHF | 100,00% | 100,00% |
08/07/2024 | 1,75% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 013 CHF | 72 264 CHF | 100,00% | 100,00% |
05/07/2024 | 1,70% | 0,94 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 555 CHF | 72 778 CHF | 99,62% | 99,62% |
04/07/2024 | 1,77% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 280 CHF | 73 568 CHF | 100,00% | 100,00% |
03/07/2024 | 1,72% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 501 CHF | 72 737 CHF | 99,73% | 99,73% |