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 | 1,55% | 0,86 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 414 CHF | 63 386 CHF | 100,00% | 100,00% |
15/07/2024 | 1,55% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 829 CHF | 65 839 CHF | 99,72% | 99,72% |
12/07/2024 | 1,59% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 068 CHF | 65 095 CHF | 98,15% | 98,15% |
11/07/2024 | 1,52% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 944 CHF | 66 956 CHF | 98,95% | 98,95% |
10/07/2024 | 1,97% | 0,77 CHF | 0,78 CHF | 100 000 | 100 000 | 94 141 | 94 141 | 70 320 CHF | 71 651 CHF | 100,00% | 100,00% |
09/07/2024 | 1,65% | 0,76 CHF | 0,77 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 75 365 CHF | 76 617 CHF | 100,00% | 100,00% |
08/07/2024 | 1,59% | 0,78 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 529 CHF | 62 516 CHF | 100,00% | 100,00% |
05/07/2024 | 1,48% | 0,86 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 247 CHF | 67 235 CHF | 98,98% | 98,98% |
04/07/2024 | 1,36% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 462 CHF | 66 362 CHF | 100,00% | 100,00% |
03/07/2024 | 1,43% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 84 922 CHF | 86 141 CHF | 100,00% | 100,00% |