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 | 0,92% | 1,10 CHF | 1,11 CHF | 190 000 | 190 000 | 188 779 | 188 779 | 205 877 CHF | 207 777 CHF | 95,61% | 95,61% |
15/07/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 211 841 CHF | 213 741 CHF | 95,56% | 95,56% |
12/07/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 210 217 CHF | 212 117 CHF | 96,36% | 96,36% |
11/07/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 206 565 CHF | 208 465 CHF | 96,13% | 96,13% |
10/07/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 198 627 CHF | 200 527 CHF | 96,88% | 96,88% |
09/07/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 190 000 | 190 000 | 190 415 | 190 415 | 194 549 CHF | 196 460 CHF | 94,93% | 94,93% |
08/07/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 190 000 | 190 000 | 190 104 | 190 104 | 199 678 CHF | 201 579 CHF | 94,70% | 94,70% |
05/07/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 198 753 CHF | 200 653 CHF | 95,74% | 95,74% |
04/07/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 201 380 CHF | 203 280 CHF | 97,73% | 97,73% |
03/07/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 190 000 | 190 000 | 190 545 | 190 545 | 196 875 CHF | 198 780 CHF | 96,00% | 96,00% |