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 | 0,93% | 1,03 CHF | 1,04 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 133 214 CHF | 134 464 CHF | 98,99% | 98,99% |
15/07/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 128 519 CHF | 129 769 CHF | 99,07% | 99,07% |
12/07/2024 | 0,92% | 1,04 CHF | 1,05 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 135 505 CHF | 136 755 CHF | 98,80% | 98,80% |
11/07/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 133 910 CHF | 135 160 CHF | 98,33% | 98,33% |
10/07/2024 | 0,92% | 1,18 CHF | 1,19 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 135 883 CHF | 137 133 CHF | 95,14% | 95,14% |
09/07/2024 | 1,00% | 1,08 CHF | 1,09 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 123 967 CHF | 125 217 CHF | 98,70% | 98,70% |
08/07/2024 | 1,10% | 0,95 CHF | 0,96 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 113 207 CHF | 114 457 CHF | 98,55% | 98,55% |
05/07/2024 | 1,10% | 0,85 CHF | 0,86 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 113 428 CHF | 114 678 CHF | 99,17% | 99,17% |
04/07/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 117 619 CHF | 118 869 CHF | 99,18% | 99,18% |
03/07/2024 | 1,00% | 0,93 CHF | 0,94 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 124 784 CHF | 126 034 CHF | 98,46% | 98,46% |