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 | 0,96% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 097 CHF | 78 847 CHF | 100,00% | 100,00% |
15/07/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 255 CHF | 81 005 CHF | 98,72% | 98,72% |
12/07/2024 | 0,94% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 599 CHF | 80 349 CHF | 99,38% | 99,38% |
11/07/2024 | 0,97% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 368 CHF | 78 118 CHF | 99,15% | 99,15% |
10/07/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 562 CHF | 75 312 CHF | 100,00% | 100,00% |
09/07/2024 | 0,98% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 915 CHF | 76 665 CHF | 100,00% | 100,00% |
08/07/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 367 CHF | 77 117 CHF | 100,00% | 100,00% |
05/07/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 143 CHF | 80 893 CHF | 99,62% | 99,62% |
04/07/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 930 CHF | 79 680 CHF | 100,00% | 100,00% |
03/07/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 327 CHF | 77 077 CHF | 99,73% | 99,73% |