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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,97% | 1,00 CHF | 1,01 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 103 074 CHF | 104 074 CHF | 98,86% | 98,86% |
16/07/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 105 989 CHF | 106 989 CHF | 99,39% | 99,39% |
15/07/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 106 471 CHF | 107 471 CHF | 99,39% | 99,39% |
12/07/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 105 972 CHF | 106 972 CHF | 99,09% | 99,09% |
11/07/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 104 327 CHF | 105 327 CHF | 98,08% | 98,08% |
10/07/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 103 695 CHF | 104 695 CHF | 95,46% | 95,46% |
09/07/2024 | 0,97% | 1,07 CHF | 1,08 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 102 782 CHF | 103 782 CHF | 99,07% | 99,07% |
08/07/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 101 448 CHF | 102 448 CHF | 99,24% | 99,24% |
05/07/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 101 481 CHF | 102 481 CHF | 99,39% | 99,39% |
04/07/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 104 270 CHF | 105 270 CHF | 99,39% | 99,39% |