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 | 1,46% | 1,39 CHF | 1,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 102 491 CHF | 103 996 CHF | 94,49% | 94,49% |
15/07/2024 | 1,43% | 1,38 CHF | 1,40 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 105 754 CHF | 107 271 CHF | 95,46% | 95,46% |
12/07/2024 | 1,44% | 1,39 CHF | 1,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 103 714 CHF | 105 222 CHF | 98,91% | 98,91% |
11/07/2024 | 1,41% | 1,42 CHF | 1,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 106 571 CHF | 108 086 CHF | 93,44% | 93,44% |
10/07/2024 | 1,44% | 1,41 CHF | 1,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 103 586 CHF | 105 086 CHF | 100,00% | 100,00% |
09/07/2024 | 1,47% | 1,34 CHF | 1,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 101 576 CHF | 103 076 CHF | 100,00% | 100,00% |
08/07/2024 | 1,46% | 1,36 CHF | 1,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 101 593 CHF | 103 088 CHF | 83,70% | 83,70% |
05/07/2024 | 1,52% | 1,25 CHF | 1,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 95 741 CHF | 97 212 CHF | 98,86% | 98,86% |
04/07/2024 | 1,54% | 1,28 CHF | 1,30 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 95 347 CHF | 96 831 CHF | 99,19% | 99,19% |
03/07/2024 | 1,66% | 1,21 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 836 CHF | 91 336 CHF | 99,82% | 99,82% |