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 | 0,84% | 1,17 CHF | 1,18 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 640 CHF | 29 890 CHF | 100,00% | 100,00% |
15/07/2024 | 0,86% | 1,19 CHF | 1,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 976 CHF | 29 226 CHF | 100,00% | 100,00% |
12/07/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 405 CHF | 29 655 CHF | 98,41% | 98,41% |
11/07/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 843 CHF | 30 093 CHF | 99,79% | 99,79% |
10/07/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 172 CHF | 30 422 CHF | 99,79% | 99,79% |
09/07/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 822 CHF | 31 072 CHF | 100,00% | 100,00% |
08/07/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 365 CHF | 30 615 CHF | 98,99% | 98,99% |
05/07/2024 | 0,83% | 1,23 CHF | 1,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 952 CHF | 30 202 CHF | 100,00% | 100,00% |
04/07/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 039 CHF | 30 289 CHF | 98,17% | 98,17% |
03/07/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 544 CHF | 30 794 CHF | 100,00% | 100,00% |