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 | 1,15% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 783 CHF | 65 533 CHF | 100,00% | 100,00% |
15/07/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 011 CHF | 70 761 CHF | 100,00% | 100,00% |
12/07/2024 | 1,25% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 619 CHF | 60 369 CHF | 98,42% | 98,42% |
11/07/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 413 CHF | 65 163 CHF | 99,60% | 99,60% |
10/07/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 767 CHF | 69 517 CHF | 99,80% | 99,80% |
09/07/2024 | 1,19% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 508 CHF | 63 258 CHF | 100,00% | 100,00% |
08/07/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 792 CHF | 64 542 CHF | 98,98% | 98,98% |
05/07/2024 | 1,12% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 839 CHF | 67 589 CHF | 100,00% | 100,00% |
04/07/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 961 CHF | 66 711 CHF | 98,16% | 98,16% |
03/07/2024 | 1,27% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 126 | 75 128 | 59 065 CHF | 59 817 CHF | 100,00% | 100,00% |