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 | 0,82% | 1,58 CHF | 1,60 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 116 362 CHF | 117 318 CHF | 100,00% | 100,00% |
15/07/2024 | 0,85% | 1,59 CHF | 1,60 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 118 829 CHF | 119 839 CHF | 99,72% | 99,72% |
12/07/2024 | 0,80% | 1,59 CHF | 1,60 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 118 022 CHF | 118 967 CHF | 98,15% | 98,15% |
11/07/2024 | 0,77% | 1,63 CHF | 1,64 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 119 915 CHF | 120 844 CHF | 98,99% | 98,99% |
10/07/2024 | 0,94% | 1,49 CHF | 1,50 CHF | 100 000 | 100 000 | 94 141 | 94 141 | 138 040 CHF | 139 289 CHF | 100,00% | 100,00% |
09/07/2024 | 0,90% | 1,48 CHF | 1,49 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 147 217 CHF | 148 551 CHF | 98,08% | 98,08% |
08/07/2024 | 0,83% | 1,50 CHF | 1,51 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 115 465 CHF | 116 423 CHF | 99,61% | 99,61% |
05/07/2024 | 0,79% | 1,58 CHF | 1,59 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 120 204 CHF | 121 155 CHF | 98,98% | 98,98% |
04/07/2024 | 0,74% | 1,60 CHF | 1,62 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 119 361 CHF | 120 249 CHF | 100,00% | 100,00% |
03/07/2024 | 0,77% | 1,59 CHF | 1,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 156 718 CHF | 157 922 CHF | 100,00% | 100,00% |