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 | 0,87% | 1,18 CHF | 1,19 CHF | 85 000 | 85 000 | 85 000 | 85 000 | 97 328 CHF | 98 178 CHF | 100,00% | 100,00% |
15/07/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 85 000 | 85 000 | 84 997 | 85 000 | 99 005 CHF | 99 859 CHF | 100,00% | 100,00% |
12/07/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 85 000 | 85 000 | 85 000 | 85 000 | 92 216 CHF | 93 066 CHF | 98,98% | 98,98% |
11/07/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 85 000 | 85 000 | 85 000 | 85 000 | 87 928 CHF | 88 778 CHF | 97,66% | 97,66% |
10/07/2024 | 1,06% | 1,00 CHF | 1,01 CHF | 85 000 | 85 000 | 85 000 | 85 000 | 79 842 CHF | 80 692 CHF | 99,81% | 99,81% |
09/07/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 85 000 | 85 000 | 84 996 | 85 000 | 77 500 CHF | 78 354 CHF | 100,00% | 100,00% |
08/07/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 85 000 | 85 000 | 85 000 | 85 000 | 74 317 CHF | 75 167 CHF | 100,00% | 100,00% |
05/07/2024 | 1,09% | 0,88 CHF | 0,89 CHF | 85 000 | 85 000 | 85 000 | 85 000 | 77 453 CHF | 78 303 CHF | 100,00% | 100,00% |
04/07/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 85 000 | 85 000 | 85 000 | 84 993 | 72 206 CHF | 73 050 CHF | 100,00% | 100,00% |
03/07/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 85 000 | 85 000 | 84 979 | 84 998 | 80 637 CHF | 81 505 CHF | 99,36% | 99,36% |