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 | 1,64% | 1,15 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 876 CHF | 83 231 CHF | 95,75% | 95,75% |
15/07/2024 | 1,62% | 1,08 CHF | 1,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 264 CHF | 85 636 CHF | 88,82% | 88,82% |
12/07/2024 | 1,60% | 1,15 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 321 CHF | 84 668 CHF | 88,14% | 88,14% |
11/07/2024 | 1,77% | 1,11 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 936 CHF | 80 343 CHF | 90,84% | 90,84% |
10/07/2024 | 1,83% | 0,99 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 181 CHF | 74 536 CHF | 100,00% | 100,00% |
09/07/2024 | 1,79% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 942 CHF | 75 273 CHF | 94,95% | 94,95% |
08/07/2024 | 1,82% | 0,98 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 333 CHF | 75 701 CHF | 99,28% | 99,28% |
05/07/2024 | 1,72% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 304 CHF | 78 643 CHF | 97,54% | 97,54% |
04/07/2024 | 1,83% | 1,02 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 699 CHF | 77 096 CHF | 95,45% | 95,45% |
03/07/2024 | 1,75% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 976 CHF | 75 278 CHF | 99,89% | 99,89% |