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 | 1,46% | 1,21 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 318 CHF | 87 588 CHF | 95,80% | 95,80% |
15/07/2024 | 1,55% | 1,14 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 536 CHF | 89 922 CHF | 88,82% | 88,82% |
12/07/2024 | 1,49% | 1,20 CHF | 1,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 741 CHF | 89 060 CHF | 88,13% | 88,13% |
11/07/2024 | 1,12% | 1,17 CHF | 1,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 261 CHF | 84 202 CHF | 90,87% | 90,87% |
10/07/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 636 CHF | 78 386 CHF | 100,00% | 100,00% |
09/07/2024 | 0,95% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 780 CHF | 79 530 CHF | 94,95% | 94,95% |
08/07/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 905 CHF | 79 655 CHF | 99,31% | 99,31% |
05/07/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 571 CHF | 82 321 CHF | 97,52% | 97,52% |
04/07/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 020 CHF | 80 770 CHF | 95,45% | 95,45% |
03/07/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 396 CHF | 79 146 CHF | 99,89% | 99,89% |