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 | 1,13% | 0,92 CHF | 0,93 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 109 607 CHF | 110 857 CHF | 98,98% | 98,98% |
15/07/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 114 117 CHF | 115 367 CHF | 99,02% | 99,02% |
12/07/2024 | 1,15% | 0,90 CHF | 0,91 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 107 770 CHF | 109 020 CHF | 98,64% | 98,64% |
11/07/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 109 898 CHF | 111 148 CHF | 98,33% | 98,33% |
10/07/2024 | 1,15% | 0,77 CHF | 0,78 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 108 133 CHF | 109 383 CHF | 95,16% | 95,16% |
09/07/2024 | 1,04% | 0,88 CHF | 0,89 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 120 057 CHF | 121 307 CHF | 98,70% | 98,70% |
08/07/2024 | 0,95% | 1,01 CHF | 1,02 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 130 870 CHF | 132 120 CHF | 98,55% | 98,55% |
05/07/2024 | 0,95% | 1,11 CHF | 1,12 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 131 453 CHF | 132 703 CHF | 99,17% | 99,17% |
04/07/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 127 713 CHF | 128 963 CHF | 99,18% | 99,18% |
03/07/2024 | 1,02% | 1,03 CHF | 1,04 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 121 414 CHF | 122 664 CHF | 98,46% | 98,46% |