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 | 0,94% | 1,10 CHF | 1,11 CHF | 220 000 | 220 000 | 96 488 | 96 488 | 104 846 CHF | 105 813 CHF | 99,89% | 99,89% |
15/07/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 220 000 | 220 000 | 98 396 | 98 396 | 109 002 CHF | 109 988 CHF | 99,99% | 99,99% |
12/07/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 220 000 | 220 000 | 91 493 | 91 493 | 109 220 CHF | 110 136 CHF | 99,90% | 99,90% |
11/07/2024 | 0,94% | 1,11 CHF | 1,12 CHF | 220 000 | 220 000 | 98 424 | 98 424 | 106 974 CHF | 107 960 CHF | 100,00% | 100,00% |
10/07/2024 | 1,02% | 1,04 CHF | 1,05 CHF | 220 000 | 220 000 | 98 466 | 98 466 | 98 984 CHF | 99 970 CHF | 100,00% | 100,00% |
09/07/2024 | 1,09% | 0,99 CHF | 1,00 CHF | 220 000 | 220 000 | 98 412 | 98 412 | 92 551 CHF | 93 537 CHF | 100,00% | 100,00% |
08/07/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 220 000 | 220 000 | 98 421 | 98 421 | 88 688 CHF | 89 674 CHF | 100,00% | 100,00% |
05/07/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 220 000 | 220 000 | 97 958 | 97 958 | 92 762 CHF | 93 745 CHF | 99,63% | 99,63% |
04/07/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 88 000 | 88 000 | 70 463 | 70 463 | 69 245 CHF | 69 949 CHF | 100,00% | 100,00% |
03/07/2024 | 1,07% | 0,99 CHF | 1,00 CHF | 220 000 | 220 000 | 98 414 | 98 414 | 94 405 CHF | 95 391 CHF | 100,00% | 100,00% |