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 | 0,95% | 1,05 CHF | 1,06 CHF | 25 000 | 25 000 | 29 773 | 29 773 | 31 222 CHF | 31 520 CHF | 99,45% | 99,52% |
15/07/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 32 639 CHF | 32 939 CHF | 99,58% | 99,58% |
12/07/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 32 687 CHF | 32 987 CHF | 99,51% | 99,56% |
11/07/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 31 559 CHF | 31 859 CHF | 99,47% | 99,51% |
10/07/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 31 057 CHF | 31 357 CHF | 99,47% | 99,52% |
09/07/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 30 274 CHF | 30 574 CHF | 99,59% | 99,59% |
08/07/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 31 128 CHF | 31 428 CHF | 99,51% | 99,51% |
05/07/2024 | 0,93% | 1,04 CHF | 1,05 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 32 044 CHF | 32 344 CHF | 99,50% | 99,50% |
04/07/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 31 446 CHF | 31 746 CHF | 99,51% | 99,51% |
03/07/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 31 072 CHF | 31 372 CHF | 99,50% | 99,50% |