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 | 0,79% | 1,67 CHF | 1,68 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 122 568 CHF | 123 535 CHF | 100,00% | 100,00% |
15/07/2024 | 0,83% | 1,67 CHF | 1,68 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 124 981 CHF | 126 022 CHF | 99,72% | 99,72% |
12/07/2024 | 0,81% | 1,67 CHF | 1,69 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 124 217 CHF | 125 232 CHF | 98,15% | 98,15% |
11/07/2024 | 0,72% | 1,71 CHF | 1,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 126 094 CHF | 127 006 CHF | 98,98% | 98,98% |
10/07/2024 | 0,96% | 1,57 CHF | 1,58 CHF | 100 000 | 100 000 | 94 141 | 94 141 | 145 820 CHF | 147 169 CHF | 100,00% | 100,00% |
09/07/2024 | 0,86% | 1,56 CHF | 1,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 155 422 CHF | 156 761 CHF | 100,00% | 100,00% |
08/07/2024 | 0,78% | 1,58 CHF | 1,60 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 121 632 CHF | 122 586 CHF | 99,98% | 99,98% |
05/07/2024 | 0,72% | 1,66 CHF | 1,68 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 126 364 CHF | 127 278 CHF | 98,98% | 98,98% |
04/07/2024 | 0,71% | 1,69 CHF | 1,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 125 462 CHF | 126 362 CHF | 100,00% | 100,00% |
03/07/2024 | 0,77% | 1,68 CHF | 1,69 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 164 922 CHF | 166 190 CHF | 100,00% | 100,00% |