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 | 0,89% | 1,10 CHF | 1,11 CHF | 102 000 | 102 000 | 100 060 | 100 060 | 112 195 CHF | 113 196 CHF | 100,00% | 100,00% |
15/07/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 100 000 | 100 000 | 96 478 | 96 478 | 97 749 CHF | 98 714 CHF | 100,00% | 100,00% |
12/07/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 98 000 | 98 000 | 95 473 | 95 473 | 94 391 CHF | 95 346 CHF | 100,00% | 100,00% |
11/07/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 98 000 | 98 000 | 95 418 | 95 418 | 93 491 CHF | 94 445 CHF | 100,00% | 100,00% |
10/07/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 100 000 | 100 000 | 97 535 | 97 535 | 98 839 CHF | 99 814 CHF | 100,00% | 100,00% |
09/07/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 100 000 | 100 000 | 97 245 | 97 245 | 96 451 CHF | 97 424 CHF | 100,00% | 100,00% |
08/07/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 100 000 | 100 000 | 97 394 | 97 394 | 98 112 CHF | 99 086 CHF | 100,00% | 100,00% |
05/07/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 100 000 | 100 000 | 95 839 | 95 839 | 91 926 CHF | 92 884 CHF | 99,81% | 99,81% |
04/07/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 98 000 | 98 000 | 95 434 | 95 434 | 87 731 CHF | 88 685 CHF | 99,49% | 99,49% |
03/07/2024 | 1,04% | 0,93 CHF | 0,94 CHF | 98 000 | 98 000 | 95 803 | 95 803 | 91 201 CHF | 92 159 CHF | 99,35% | 99,35% |