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 | 1,06% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 688 CHF | 71 438 CHF | 100,00% | 100,00% |
15/07/2024 | 0,97% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 53 773 | 53 773 | 54 863 CHF | 55 400 CHF | 100,00% | 100,00% |
12/07/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 155 | 50 155 | 51 629 CHF | 52 130 CHF | 98,99% | 98,99% |
11/07/2024 | 1,00% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 58 466 | 58 466 | 58 331 CHF | 58 916 CHF | 97,59% | 97,59% |
10/07/2024 | 1,14% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 675 CHF | 66 425 CHF | 99,85% | 99,85% |
09/07/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 543 CHF | 67 293 CHF | 100,00% | 100,00% |
08/07/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 046 CHF | 65 796 CHF | 100,00% | 100,00% |
05/07/2024 | 1,15% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 948 CHF | 65 698 CHF | 100,00% | 100,00% |
04/07/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 162 CHF | 64 912 CHF | 100,00% | 100,00% |
03/07/2024 | 1,22% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 260 CHF | 62 010 CHF | 99,51% | 99,51% |