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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 101 291 CHF | 102 041 CHF | 99,43% | 99,43% |
16/07/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 100 978 CHF | 101 728 CHF | 100,00% | 100,00% |
15/07/2024 | 0,70% | 1,38 CHF | 1,39 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 106 117 CHF | 106 867 CHF | 100,00% | 100,00% |
12/07/2024 | 0,72% | 1,43 CHF | 1,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 104 066 CHF | 104 816 CHF | 99,69% | 99,69% |
11/07/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 102 582 CHF | 103 332 CHF | 99,03% | 99,03% |
10/07/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 99 759 CHF | 100 509 CHF | 96,11% | 96,11% |
09/07/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 97 360 CHF | 98 110 CHF | 99,66% | 99,66% |
08/07/2024 | 0,74% | 1,29 CHF | 1,30 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 101 139 CHF | 101 889 CHF | 99,85% | 99,85% |
05/07/2024 | 0,70% | 1,39 CHF | 1,40 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 106 293 CHF | 107 043 CHF | 100,00% | 100,00% |
04/07/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 103 180 CHF | 103 930 CHF | 100,00% | 100,00% |