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 | 0,84% | 1,19 CHF | 1,20 CHF | 195 000 | 195 000 | 88 472 | 88 472 | 106 734 CHF | 107 621 CHF | 99,89% | 99,89% |
15/07/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 200 000 | 200 000 | 88 810 | 88 810 | 107 346 CHF | 108 236 CHF | 99,99% | 99,99% |
12/07/2024 | 0,87% | 1,21 CHF | 1,22 CHF | 200 000 | 200 000 | 86 695 | 86 695 | 103 298 CHF | 104 175 CHF | 100,00% | 100,00% |
11/07/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 200 000 | 200 000 | 88 681 | 88 681 | 110 629 CHF | 111 518 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 205 000 | 205 000 | 91 700 | 91 700 | 117 333 CHF | 118 254 CHF | 99,90% | 99,90% |
09/07/2024 | 0,97% | 1,29 CHF | 1,30 CHF | 210 000 | 210 000 | 89 157 | 89 157 | 114 941 CHF | 115 874 CHF | 99,65% | 99,65% |
08/07/2024 | 0,85% | 1,30 CHF | 1,31 CHF | 210 000 | 210 000 | 91 238 | 91 238 | 117 029 CHF | 117 970 CHF | 99,31% | 99,31% |
05/07/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 210 000 | 210 000 | 93 270 | 93 270 | 120 218 CHF | 121 154 CHF | 99,90% | 99,90% |
04/07/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 82 000 | 82 000 | 66 095 | 66 095 | 84 933 CHF | 85 594 CHF | 99,64% | 99,64% |
03/07/2024 | 0,88% | 1,30 CHF | 1,31 CHF | 210 000 | 210 000 | 87 261 | 87 261 | 113 452 CHF | 114 390 CHF | 100,00% | 100,00% |