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 | 0,81% | 1,21 CHF | 1,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 882 CHF | 92 632 CHF | 100,00% | 100,00% |
15/07/2024 | 1,16% | 1,28 CHF | 1,29 CHF | 75 000 | 75 000 | 54 516 | 54 516 | 71 282 CHF | 72 032 CHF | 99,72% | 99,72% |
12/07/2024 | 1,52% | 1,30 CHF | 1,32 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 46 181 CHF | 46 886 CHF | 99,01% | 99,01% |
11/07/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 146 CHF | 89 896 CHF | 99,08% | 99,08% |
10/07/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 911 CHF | 85 661 CHF | 100,00% | 100,00% |
09/07/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 500 CHF | 84 250 CHF | 100,00% | 100,00% |
08/07/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 547 CHF | 83 297 CHF | 99,86% | 99,86% |
05/07/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 849 CHF | 85 599 CHF | 98,48% | 98,48% |
04/07/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 567 CHF | 80 317 CHF | 100,00% | 100,00% |
03/07/2024 | 1,06% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 268 CHF | 71 018 CHF | 99,82% | 99,82% |