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 | 1,24% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 243 CHF | 76 181 CHF | 100,00% | 100,00% |
15/07/2024 | 1,24% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 515 CHF | 81 521 CHF | 98,73% | 98,73% |
12/07/2024 | 1,17% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 484 CHF | 81 428 CHF | 99,38% | 99,38% |
11/07/2024 | 1,25% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 514 CHF | 78 489 CHF | 98,90% | 98,90% |
10/07/2024 | 1,48% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 116 CHF | 72 179 CHF | 100,00% | 100,00% |
09/07/2024 | 1,36% | 0,94 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 729 CHF | 74 741 CHF | 100,00% | 100,00% |
08/07/2024 | 1,30% | 0,97 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 812 CHF | 74 777 CHF | 100,00% | 100,00% |
05/07/2024 | 1,21% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 386 CHF | 77 319 CHF | 99,50% | 99,50% |
04/07/2024 | 1,26% | 1,02 CHF | 1,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 97 900 CHF | 99 141 CHF | 100,00% | 100,00% |
03/07/2024 | 1,40% | 0,93 CHF | 0,94 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 94 799 CHF | 96 131 CHF | 99,73% | 99,73% |