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 | 1,17% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 181 CHF | 89 214 CHF | 100,00% | 100,00% |
15/07/2024 | 1,01% | 1,19 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 93 521 CHF | 94 470 CHF | 98,73% | 98,73% |
12/07/2024 | 1,08% | 1,29 CHF | 1,30 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 93 428 CHF | 94 446 CHF | 99,38% | 99,38% |
11/07/2024 | 1,07% | 1,22 CHF | 1,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 491 CHF | 91 465 CHF | 99,03% | 99,03% |
10/07/2024 | 1,20% | 1,16 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 049 CHF | 85 059 CHF | 99,86% | 99,86% |
09/07/2024 | 1,06% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 756 CHF | 87 682 CHF | 99,28% | 99,28% |
08/07/2024 | 1,14% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 765 CHF | 87 761 CHF | 98,78% | 98,78% |
05/07/2024 | 1,04% | 1,15 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 269 CHF | 90 199 CHF | 99,62% | 99,62% |
04/07/2024 | 1,12% | 1,19 CHF | 1,20 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 115 058 CHF | 116 356 CHF | 100,00% | 100,00% |
03/07/2024 | 1,09% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 112 131 CHF | 113 361 CHF | 99,73% | 99,73% |