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 | 1,57% | 1,30 CHF | 1,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 96 019 CHF | 97 542 CHF | 94,49% | 94,49% |
15/07/2024 | 1,51% | 1,29 CHF | 1,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 99 171 CHF | 100 680 CHF | 95,46% | 95,46% |
12/07/2024 | 1,54% | 1,31 CHF | 1,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 97 182 CHF | 98 689 CHF | 98,90% | 98,90% |
11/07/2024 | 1,51% | 1,34 CHF | 1,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 99 995 CHF | 101 512 CHF | 94,10% | 94,10% |
10/07/2024 | 1,53% | 1,32 CHF | 1,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 97 024 CHF | 98 524 CHF | 100,00% | 100,00% |
09/07/2024 | 1,57% | 1,26 CHF | 1,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 95 080 CHF | 96 580 CHF | 100,00% | 100,00% |
08/07/2024 | 1,53% | 1,27 CHF | 1,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 95 141 CHF | 96 609 CHF | 83,35% | 83,35% |
05/07/2024 | 1,66% | 1,17 CHF | 1,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 468 CHF | 90 968 CHF | 98,84% | 98,84% |
04/07/2024 | 1,67% | 1,19 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 007 CHF | 90 507 CHF | 99,19% | 99,19% |
03/07/2024 | 1,78% | 1,12 CHF | 1,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 686 CHF | 85 186 CHF | 99,82% | 99,82% |