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 | 0,87% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 379 CHF | 86 129 CHF | 100,00% | 100,00% |
15/07/2024 | 1,24% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 54 516 | 54 516 | 66 642 CHF | 67 392 CHF | 99,72% | 99,72% |
12/07/2024 | 1,73% | 1,22 CHF | 1,24 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 42 953 CHF | 43 703 CHF | 99,01% | 99,01% |
11/07/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 671 CHF | 83 421 CHF | 95,51% | 95,51% |
10/07/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 402 CHF | 79 152 CHF | 100,00% | 100,00% |
09/07/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 093 CHF | 77 843 CHF | 100,00% | 100,00% |
08/07/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 189 CHF | 76 939 CHF | 96,46% | 96,46% |
05/07/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 461 CHF | 79 211 CHF | 98,86% | 98,86% |
04/07/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 198 CHF | 73 948 CHF | 100,00% | 100,00% |
03/07/2024 | 1,17% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 876 CHF | 64 626 CHF | 99,76% | 99,76% |