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 | 0,92% | 1,06 CHF | 1,07 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 108 161 CHF | 109 161 CHF | 100,00% | 100,00% |
15/07/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 102 120 CHF | 103 120 CHF | 99,72% | 99,72% |
12/07/2024 | 0,96% | 0,99 CHF | 1,00 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 103 688 CHF | 104 688 CHF | 97,13% | 97,13% |
11/07/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 110 012 CHF | 111 012 CHF | 99,08% | 99,08% |
10/07/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 111 823 CHF | 112 823 CHF | 98,75% | 98,75% |
09/07/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 109 596 CHF | 110 596 CHF | 100,00% | 100,00% |
08/07/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 109 050 CHF | 110 050 CHF | 98,75% | 98,75% |
05/07/2024 | 0,93% | 1,09 CHF | 1,10 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 107 035 CHF | 108 035 CHF | 98,35% | 98,35% |
04/07/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 110 767 CHF | 111 767 CHF | 100,00% | 100,00% |
03/07/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 111 505 CHF | 112 505 CHF | 98,93% | 98,93% |