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 | 1,27% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 086 CHF | 78 068 CHF | 100,00% | 100,00% |
15/07/2024 | 1,31% | 0,99 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 708 CHF | 75 689 CHF | 99,72% | 99,72% |
12/07/2024 | 1,22% | 0,99 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 727 CHF | 76 655 CHF | 98,16% | 98,16% |
11/07/2024 | 1,24% | 0,95 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 824 CHF | 74 744 CHF | 98,97% | 98,97% |
10/07/2024 | 1,23% | 1,09 CHF | 1,11 CHF | 100 000 | 100 000 | 94 141 | 94 141 | 105 089 CHF | 106 334 CHF | 100,00% | 100,00% |
09/07/2024 | 1,13% | 1,10 CHF | 1,12 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 111 192 CHF | 112 460 CHF | 100,00% | 100,00% |
08/07/2024 | 1,25% | 1,08 CHF | 1,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 484 CHF | 79 471 CHF | 100,00% | 100,00% |
05/07/2024 | 1,39% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 046 CHF | 75 077 CHF | 98,98% | 98,98% |
04/07/2024 | 1,39% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 889 CHF | 75 937 CHF | 100,00% | 100,00% |
03/07/2024 | 1,17% | 1,00 CHF | 1,01 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 102 280 CHF | 103 486 CHF | 100,00% | 100,00% |