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 | 0,86% | 1,16 CHF | 1,17 CHF | 195 000 | 195 000 | 88 474 | 88 474 | 103 456 CHF | 104 342 CHF | 99,90% | 99,90% |
15/07/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 200 000 | 200 000 | 88 823 | 88 823 | 103 992 CHF | 104 882 CHF | 100,00% | 100,00% |
12/07/2024 | 0,90% | 1,17 CHF | 1,18 CHF | 200 000 | 200 000 | 86 695 | 86 695 | 100 005 CHF | 100 881 CHF | 100,00% | 100,00% |
11/07/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 200 000 | 200 000 | 88 680 | 88 680 | 107 432 CHF | 108 320 CHF | 100,00% | 100,00% |
10/07/2024 | 0,82% | 1,25 CHF | 1,26 CHF | 205 000 | 205 000 | 91 701 | 91 701 | 113 909 CHF | 114 829 CHF | 99,90% | 99,90% |
09/07/2024 | 1,00% | 1,26 CHF | 1,27 CHF | 210 000 | 210 000 | 89 104 | 89 104 | 111 504 CHF | 112 436 CHF | 99,74% | 99,74% |
08/07/2024 | 0,87% | 1,26 CHF | 1,27 CHF | 210 000 | 210 000 | 91 256 | 91 256 | 113 686 CHF | 114 627 CHF | 99,26% | 99,26% |
05/07/2024 | 0,81% | 1,26 CHF | 1,27 CHF | 210 000 | 210 000 | 93 271 | 93 271 | 116 725 CHF | 117 661 CHF | 99,90% | 99,90% |
04/07/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 82 000 | 82 000 | 66 102 | 66 102 | 82 468 CHF | 83 129 CHF | 99,59% | 99,59% |
03/07/2024 | 0,91% | 1,26 CHF | 1,27 CHF | 210 000 | 210 000 | 87 261 | 87 261 | 110 275 CHF | 111 213 CHF | 100,00% | 100,00% |