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% | 1,15 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 698 CHF | 86 543 CHF | 100,00% | 100,00% |
15/07/2024 | 0,97% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 076 CHF | 87 927 CHF | 99,70% | 99,70% |
12/07/2024 | 1,23% | 1,16 CHF | 1,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 029 CHF | 88 106 CHF | 99,01% | 99,01% |
11/07/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 183 CHF | 85 933 CHF | 99,09% | 99,09% |
10/07/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 311 CHF | 87 061 CHF | 100,00% | 100,00% |
09/07/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 455 CHF | 91 230 CHF | 100,00% | 100,00% |
08/07/2024 | 0,96% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 698 CHF | 90 561 CHF | 100,00% | 100,00% |
05/07/2024 | 0,91% | 1,18 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 169 CHF | 90 993 CHF | 96,57% | 96,57% |
04/07/2024 | 1,06% | 1,16 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 362 CHF | 87 285 CHF | 100,00% | 100,00% |
03/07/2024 | 1,01% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 566 CHF | 85 423 CHF | 100,00% | 100,00% |