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 | 1,05% | 0,99 CHF | 1,00 CHF | 100 000 | 100 000 | 123 866 | 123 866 | 117 336 CHF | 118 574 CHF | 100,00% | 100,00% |
15/07/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 121 075 CHF | 122 325 CHF | 100,00% | 100,00% |
12/07/2024 | 1,13% | 0,91 CHF | 0,92 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 110 397 CHF | 111 647 CHF | 100,00% | 100,00% |
11/07/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 125 105 CHF | 126 605 CHF | 100,00% | 100,00% |
10/07/2024 | 1,33% | 0,79 CHF | 0,80 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 111 998 CHF | 113 498 CHF | 100,00% | 100,00% |
09/07/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 108 393 CHF | 109 893 CHF | 100,00% | 100,00% |
08/07/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 103 778 CHF | 105 278 CHF | 100,00% | 100,00% |
05/07/2024 | 1,37% | 0,69 CHF | 0,70 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 108 408 CHF | 109 908 CHF | 100,00% | 100,00% |
04/07/2024 | 1,49% | 0,69 CHF | 0,70 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 100 288 CHF | 101 788 CHF | 100,00% | 100,00% |
03/07/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 114 082 CHF | 115 582 CHF | 100,00% | 100,00% |