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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 048 CHF | 89 798 CHF | 99,45% | 99,45% |
16/07/2024 | 0,84% | 1,16 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 633 CHF | 89 383 CHF | 100,00% | 100,00% |
15/07/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 791 CHF | 86 541 CHF | 100,00% | 100,00% |
12/07/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 036 CHF | 83 786 CHF | 99,69% | 99,69% |
11/07/2024 | 0,85% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 305 CHF | 89 055 CHF | 86,33% | 86,33% |
10/07/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 182 CHF | 89 932 CHF | 96,09% | 96,09% |
09/07/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 729 CHF | 90 479 CHF | 99,65% | 99,65% |
08/07/2024 | 0,91% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 229 CHF | 82 979 CHF | 99,85% | 99,85% |
05/07/2024 | 0,94% | 1,09 CHF | 1,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 671 CHF | 80 421 CHF | 100,00% | 100,00% |
04/07/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 607 CHF | 82 357 CHF | 100,00% | 100,00% |