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 | 0,95% | 1,42 CHF | 1,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 103 509 CHF | 104 493 CHF | 100,00% | 100,00% |
15/07/2024 | 0,89% | 1,39 CHF | 1,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 108 788 CHF | 109 764 CHF | 98,73% | 98,73% |
12/07/2024 | 0,90% | 1,49 CHF | 1,51 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 108 746 CHF | 109 734 CHF | 99,38% | 99,38% |
11/07/2024 | 0,95% | 1,43 CHF | 1,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 105 757 CHF | 106 766 CHF | 98,99% | 98,99% |
10/07/2024 | 0,93% | 1,36 CHF | 1,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 99 441 CHF | 100 366 CHF | 100,00% | 100,00% |
09/07/2024 | 0,93% | 1,32 CHF | 1,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 102 022 CHF | 102 979 CHF | 100,00% | 100,00% |
08/07/2024 | 0,97% | 1,35 CHF | 1,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 102 069 CHF | 103 062 CHF | 99,92% | 99,92% |
05/07/2024 | 0,96% | 1,36 CHF | 1,37 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 104 623 CHF | 105 636 CHF | 99,50% | 99,50% |
04/07/2024 | 0,95% | 1,39 CHF | 1,41 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 135 523 CHF | 136 820 CHF | 100,00% | 100,00% |
03/07/2024 | 0,94% | 1,31 CHF | 1,32 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 132 543 CHF | 133 799 CHF | 99,73% | 99,73% |