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 | 0,88% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 012 CHF | 85 762 CHF | 99,52% | 99,52% |
15/07/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 160 CHF | 87 910 CHF | 98,72% | 98,72% |
12/07/2024 | 0,84% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 644 CHF | 89 394 CHF | 98,47% | 98,47% |
11/07/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 181 CHF | 87 931 CHF | 99,09% | 99,09% |
10/07/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 499 CHF | 85 249 CHF | 100,00% | 100,00% |
09/07/2024 | 0,97% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 331 CHF | 78 081 CHF | 98,75% | 98,75% |
08/07/2024 | 1,31% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 526 CHF | 75 509 CHF | 100,00% | 100,00% |
05/07/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 833 CHF | 74 583 CHF | 98,97% | 98,97% |
04/07/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 829 CHF | 73 579 CHF | 100,00% | 100,00% |
03/07/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 021 CHF | 70 771 CHF | 97,92% | 97,92% |