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 | 0,98% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 543 CHF | 77 293 CHF | 100,00% | 100,00% |
15/07/2024 | 1,29% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 005 CHF | 58 755 CHF | 100,00% | 100,00% |
12/07/2024 | 1,87% | 0,47 CHF | 0,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 39 848 CHF | 40 598 CHF | 99,68% | 99,68% |
11/07/2024 | 1,40% | 0,66 CHF | 0,67 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 53 403 CHF | 54 153 CHF | 86,32% | 86,32% |
10/07/2024 | 1,20% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 109 CHF | 62 859 CHF | 96,09% | 96,09% |
09/07/2024 | 1,26% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 246 CHF | 59 996 CHF | 99,67% | 99,67% |
08/07/2024 | 1,46% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 51 373 CHF | 52 123 CHF | 99,85% | 99,85% |
05/07/2024 | 1,96% | 0,58 CHF | 0,59 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 38 161 CHF | 38 911 CHF | 100,00% | 100,00% |
04/07/2024 | 1,67% | 0,56 CHF | 0,57 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 44 568 CHF | 45 318 CHF | 100,00% | 100,00% |
03/07/2024 | 1,57% | 0,64 CHF | 0,65 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 47 487 CHF | 48 237 CHF | 99,25% | 99,25% |