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 | 1,80% | 1,13 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 455 CHF | 84 973 CHF | 94,49% | 94,49% |
15/07/2024 | 1,72% | 1,12 CHF | 1,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 367 CHF | 87 869 CHF | 95,45% | 95,45% |
12/07/2024 | 1,78% | 1,14 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 474 CHF | 85 991 CHF | 98,91% | 98,91% |
11/07/2024 | 1,76% | 1,17 CHF | 1,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 236 CHF | 88 785 CHF | 94,10% | 94,10% |
10/07/2024 | 1,76% | 1,15 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 358 CHF | 85 858 CHF | 100,00% | 100,00% |
09/07/2024 | 1,80% | 1,09 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 551 CHF | 84 051 CHF | 100,00% | 100,00% |
08/07/2024 | 1,79% | 1,11 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 752 CHF | 84 246 CHF | 83,70% | 83,70% |
05/07/2024 | 1,91% | 1,01 CHF | 1,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 346 CHF | 78 834 CHF | 98,86% | 98,86% |
04/07/2024 | 1,89% | 1,03 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 899 CHF | 78 367 CHF | 99,19% | 99,19% |
03/07/2024 | 2,07% | 0,97 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 819 CHF | 73 319 CHF | 99,82% | 99,82% |