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 | 1,09% | 1,19 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 105 CHF | 88 063 CHF | 98,69% | 98,69% |
15/07/2024 | 1,12% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 580 CHF | 90 589 CHF | 99,71% | 99,71% |
12/07/2024 | 1,06% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 772 CHF | 89 717 CHF | 98,15% | 98,15% |
11/07/2024 | 1,02% | 1,24 CHF | 1,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 667 CHF | 91 595 CHF | 99,08% | 99,08% |
10/07/2024 | 1,28% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 94 141 | 94 141 | 101 325 CHF | 102 574 CHF | 100,00% | 100,00% |
09/07/2024 | 1,23% | 1,09 CHF | 1,10 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 108 217 CHF | 109 551 CHF | 98,08% | 98,08% |
08/07/2024 | 1,11% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 224 CHF | 87 181 CHF | 100,00% | 100,00% |
05/07/2024 | 1,04% | 1,19 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 955 CHF | 91 905 CHF | 98,98% | 98,98% |
04/07/2024 | 0,98% | 1,21 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 111 CHF | 91 000 CHF | 100,00% | 100,00% |
03/07/2024 | 1,06% | 1,20 CHF | 1,22 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 117 716 CHF | 118 971 CHF | 99,81% | 99,81% |