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 | 0,91% | 1,11 CHF | 1,12 CHF | 40 000 | 40 000 | 39 685 | 39 685 | 44 275 CHF | 44 675 CHF | 100,00% | 100,00% |
15/07/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 46 341 CHF | 46 741 CHF | 100,00% | 100,00% |
12/07/2024 | 0,89% | 1,16 CHF | 1,17 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 44 852 CHF | 45 252 CHF | 100,00% | 100,00% |
11/07/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 43 980 CHF | 44 380 CHF | 99,96% | 99,98% |
10/07/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 42 902 CHF | 43 302 CHF | 100,00% | 100,00% |
09/07/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 40 000 | 40 000 | 39 865 | 39 865 | 42 393 CHF | 42 793 CHF | 100,00% | 100,00% |
08/07/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 40 000 | 40 000 | 39 932 | 39 932 | 42 204 CHF | 42 604 CHF | 100,00% | 100,00% |
05/07/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 42 894 CHF | 43 294 CHF | 100,00% | 100,00% |
04/07/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 41 546 CHF | 41 946 CHF | 100,00% | 100,00% |
03/07/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 39 160 CHF | 39 560 CHF | 100,00% | 100,00% |