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 | 0,92% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 273 CHF | 82 023 CHF | 95,83% | 95,83% |
15/07/2024 | 0,87% | 1,09 CHF | 1,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 488 CHF | 86 238 CHF | 99,95% | 99,95% |
12/07/2024 | 0,92% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 420 CHF | 82 170 CHF | 95,51% | 95,51% |
11/07/2024 | 0,91% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 294 CHF | 83 044 CHF | 98,50% | 98,50% |
10/07/2024 | 0,95% | 1,09 CHF | 1,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 554 CHF | 79 304 CHF | 91,94% | 91,94% |
09/07/2024 | 0,92% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 294 CHF | 82 044 CHF | 98,90% | 98,90% |
08/07/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 552 CHF | 85 302 CHF | 95,68% | 95,68% |
05/07/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 710 CHF | 83 460 CHF | 98,30% | 98,30% |
04/07/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 522 CHF | 81 272 CHF | 99,99% | 99,99% |
03/07/2024 | 0,89% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 767 CHF | 84 517 CHF | 98,52% | 98,52% |