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 | 0,90% | 1,46 CHF | 1,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 107 414 CHF | 108 386 CHF | 100,00% | 100,00% |
15/07/2024 | 0,92% | 1,47 CHF | 1,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 109 829 CHF | 110 839 CHF | 99,72% | 99,72% |
12/07/2024 | 0,94% | 1,47 CHF | 1,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 109 068 CHF | 110 095 CHF | 98,16% | 98,16% |
11/07/2024 | 0,81% | 1,51 CHF | 1,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 110 944 CHF | 111 843 CHF | 99,03% | 99,03% |
10/07/2024 | 1,09% | 1,37 CHF | 1,38 CHF | 100 000 | 100 000 | 94 141 | 94 141 | 126 805 CHF | 128 136 CHF | 100,00% | 100,00% |
09/07/2024 | 0,98% | 1,36 CHF | 1,37 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 135 217 CHF | 136 551 CHF | 98,08% | 98,08% |
08/07/2024 | 0,92% | 1,38 CHF | 1,40 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 106 521 CHF | 107 509 CHF | 99,61% | 99,61% |
05/07/2024 | 0,85% | 1,46 CHF | 1,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 111 204 CHF | 112 155 CHF | 98,98% | 98,98% |
04/07/2024 | 0,84% | 1,48 CHF | 1,50 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 110 392 CHF | 111 327 CHF | 100,00% | 100,00% |
03/07/2024 | 0,86% | 1,47 CHF | 1,49 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 144 718 CHF | 145 975 CHF | 100,00% | 100,00% |