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 | 0,80% | 1,25 CHF | 1,26 CHF | 195 000 | 195 000 | 88 472 | 88 472 | 112 057 CHF | 112 943 CHF | 99,89% | 99,89% |
15/07/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 200 000 | 200 000 | 88 822 | 88 822 | 112 697 CHF | 113 587 CHF | 100,00% | 100,00% |
12/07/2024 | 0,83% | 1,27 CHF | 1,28 CHF | 200 000 | 200 000 | 86 695 | 86 695 | 108 510 CHF | 109 387 CHF | 100,00% | 100,00% |
11/07/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 200 000 | 200 000 | 88 680 | 88 680 | 116 005 CHF | 116 894 CHF | 100,00% | 100,00% |
10/07/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 205 000 | 205 000 | 91 700 | 91 700 | 122 908 CHF | 123 829 CHF | 99,90% | 99,90% |
09/07/2024 | 0,93% | 1,35 CHF | 1,36 CHF | 210 000 | 210 000 | 89 105 | 89 105 | 120 247 CHF | 121 179 CHF | 99,74% | 99,74% |
08/07/2024 | 0,81% | 1,36 CHF | 1,37 CHF | 210 000 | 210 000 | 91 243 | 91 243 | 122 605 CHF | 123 546 CHF | 99,29% | 99,29% |
05/07/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 210 000 | 210 000 | 93 270 | 93 270 | 125 915 CHF | 126 851 CHF | 99,90% | 99,90% |
04/07/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 82 000 | 82 000 | 66 104 | 66 104 | 88 977 CHF | 89 638 CHF | 99,57% | 99,57% |
03/07/2024 | 0,84% | 1,36 CHF | 1,37 CHF | 210 000 | 210 000 | 87 262 | 87 262 | 118 851 CHF | 119 789 CHF | 100,00% | 100,00% |