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 | 0,87% | 1,12 CHF | 1,13 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 91 646 CHF | 92 446 CHF | 100,00% | 100,00% |
15/07/2024 | 0,93% | 1,12 CHF | 1,13 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 95 888 CHF | 96 788 CHF | 100,00% | 100,00% |
12/07/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 96 431 CHF | 97 331 CHF | 100,00% | 100,00% |
11/07/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 85 133 CHF | 85 933 CHF | 100,00% | 100,00% |
10/07/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 98 605 CHF | 99 505 CHF | 100,00% | 100,00% |
09/07/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 84 513 CHF | 85 313 CHF | 100,00% | 100,00% |
08/07/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 89 940 CHF | 90 740 CHF | 100,00% | 100,00% |
05/07/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 91 107 CHF | 91 907 CHF | 100,00% | 100,00% |
04/07/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 89 934 CHF | 90 734 CHF | 100,00% | 100,00% |
03/07/2024 | 0,87% | 1,12 CHF | 1,13 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 91 081 CHF | 91 881 CHF | 100,00% | 100,00% |