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 | 1,01% | 0,99 CHF | 1,00 CHF | 115 000 | 115 000 | 114 530 | 114 530 | 112 610 CHF | 113 755 CHF | 99,99% | 99,99% |
15/07/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 115 000 | 115 000 | 114 525 | 114 525 | 119 003 CHF | 120 148 CHF | 99,92% | 99,92% |
12/07/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 115 000 | 115 000 | 114 526 | 114 526 | 118 553 CHF | 119 699 CHF | 99,98% | 99,98% |
11/07/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 115 000 | 115 000 | 114 459 | 114 459 | 113 191 CHF | 114 336 CHF | 99,93% | 99,93% |
10/07/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 115 000 | 115 000 | 119 472 | 119 472 | 113 473 CHF | 114 668 CHF | 100,00% | 100,00% |
09/07/2024 | 1,06% | 0,92 CHF | 0,93 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 112 656 CHF | 113 851 CHF | 99,98% | 99,98% |
08/07/2024 | 1,03% | 0,98 CHF | 0,99 CHF | 120 000 | 120 000 | 119 328 | 119 328 | 115 799 CHF | 116 992 CHF | 99,66% | 99,66% |
05/07/2024 | 1,04% | 0,93 CHF | 0,94 CHF | 120 000 | 120 000 | 119 401 | 119 401 | 114 724 CHF | 115 918 CHF | 99,97% | 99,97% |
04/07/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 114 262 CHF | 115 457 CHF | 100,00% | 100,00% |
03/07/2024 | 1,09% | 0,93 CHF | 0,94 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 108 810 CHF | 110 005 CHF | 99,99% | 99,99% |