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 | 1,02% | 1,02 CHF | 1,03 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 122 486 CHF | 123 736 CHF | 99,03% | 99,03% |
15/07/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 127 081 CHF | 128 331 CHF | 98,96% | 98,96% |
12/07/2024 | 1,03% | 1,01 CHF | 1,02 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 120 516 CHF | 121 766 CHF | 98,78% | 98,78% |
11/07/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 122 879 CHF | 124 129 CHF | 85,63% | 85,63% |
10/07/2024 | 1,03% | 0,87 CHF | 0,88 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 120 855 CHF | 122 105 CHF | 95,15% | 95,15% |
09/07/2024 | 0,94% | 0,98 CHF | 0,99 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 132 912 CHF | 134 162 CHF | 98,70% | 98,70% |
08/07/2024 | 0,87% | 1,11 CHF | 1,12 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 143 690 CHF | 144 940 CHF | 98,57% | 98,57% |
05/07/2024 | 0,86% | 1,21 CHF | 1,22 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 144 323 CHF | 145 573 CHF | 99,17% | 99,17% |
04/07/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 140 989 CHF | 142 239 CHF | 99,18% | 99,18% |
03/07/2024 | 0,93% | 1,14 CHF | 1,15 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 134 193 CHF | 135 443 CHF | 98,45% | 98,45% |