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 | 1,65% | 1,12 CHF | 1,14 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 41 392 CHF | 42 079 CHF | 100,00% | 100,00% |
15/07/2024 | 1,11% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 271 CHF | 68 021 CHF | 99,61% | 99,61% |
12/07/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 291 CHF | 68 041 CHF | 99,01% | 99,01% |
11/07/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 089 CHF | 68 839 CHF | 93,88% | 93,88% |
10/07/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 113 CHF | 65 863 CHF | 100,00% | 100,00% |
09/07/2024 | 1,07% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 980 CHF | 70 730 CHF | 100,00% | 100,00% |
08/07/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 224 CHF | 71 974 CHF | 97,53% | 97,53% |
05/07/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 265 CHF | 71 015 CHF | 98,69% | 98,69% |
04/07/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 222 CHF | 70 972 CHF | 87,44% | 87,44% |
03/07/2024 | 1,08% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 875 CHF | 69 625 CHF | 99,95% | 99,95% |