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 | 0,89% | 1,13 CHF | 1,14 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 112 408 CHF | 113 408 CHF | 100,00% | 100,00% |
15/07/2024 | 0,81% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 122 766 CHF | 123 766 CHF | 93,83% | 93,83% |
12/07/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 123 301 CHF | 124 301 CHF | 98,38% | 98,38% |
11/07/2024 | 0,84% | 1,15 CHF | 1,16 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 118 742 CHF | 119 742 CHF | 99,08% | 99,08% |
10/07/2024 | 0,96% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 103 401 CHF | 104 401 CHF | 100,00% | 100,00% |
09/07/2024 | 0,95% | 1,02 CHF | 1,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 105 126 CHF | 106 126 CHF | 100,00% | 100,00% |
08/07/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 102 385 CHF | 103 385 CHF | 100,00% | 100,00% |
05/07/2024 | 0,97% | 0,99 CHF | 1,00 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 102 510 CHF | 103 510 CHF | 98,81% | 98,81% |
04/07/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 101 669 CHF | 102 669 CHF | 100,00% | 100,00% |
03/07/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 96 807 CHF | 97 807 CHF | 99,73% | 99,73% |