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 | 1,30% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 222 CHF | 81 271 CHF | 100,00% | 100,00% |
15/07/2024 | 1,19% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 706 CHF | 83 696 CHF | 99,72% | 99,72% |
12/07/2024 | 1,19% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 940 CHF | 82 918 CHF | 98,15% | 98,15% |
11/07/2024 | 1,13% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 835 CHF | 84 791 CHF | 99,04% | 99,04% |
10/07/2024 | 1,40% | 1,01 CHF | 1,02 CHF | 100 000 | 100 000 | 94 141 | 94 141 | 92 852 CHF | 94 101 CHF | 100,00% | 100,00% |
09/07/2024 | 1,27% | 1,00 CHF | 1,01 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 99 154 CHF | 100 422 CHF | 100,00% | 100,00% |
08/07/2024 | 1,24% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 387 CHF | 80 375 CHF | 99,62% | 99,62% |
05/07/2024 | 1,21% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 106 CHF | 85 126 CHF | 98,50% | 98,50% |
04/07/2024 | 1,16% | 1,12 CHF | 1,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 241 CHF | 84 212 CHF | 100,00% | 100,00% |
03/07/2024 | 1,10% | 1,11 CHF | 1,13 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 108 718 CHF | 109 922 CHF | 100,00% | 100,00% |