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 | 0,83% | 1,18 CHF | 1,19 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 348 683 CHF | 351 583 CHF | 100,00% | 100,00% |
15/07/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 345 763 CHF | 348 663 CHF | 100,00% | 100,00% |
12/07/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 290 000 | 290 000 | 294 017 | 294 017 | 362 542 CHF | 365 482 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 300 000 | 300 000 | 299 837 | 299 837 | 377 672 CHF | 380 672 CHF | 100,00% | 100,00% |
10/07/2024 | 0,76% | 1,28 CHF | 1,29 CHF | 300 000 | 300 000 | 300 012 | 300 012 | 392 212 CHF | 395 212 CHF | 100,00% | 100,00% |
09/07/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 310 000 | 310 000 | 305 572 | 305 572 | 404 044 CHF | 407 103 CHF | 99,77% | 99,77% |
08/07/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 310 000 | 310 000 | 310 000 | 310 000 | 415 790 CHF | 418 890 CHF | 99,28% | 99,28% |
05/07/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 310 000 | 310 000 | 305 929 | 305 929 | 405 134 CHF | 408 194 CHF | 100,00% | 100,00% |
04/07/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 310 000 | 310 000 | 310 000 | 310 000 | 420 650 CHF | 423 750 CHF | 99,61% | 99,61% |
03/07/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 300 000 | 300 000 | 300 108 | 300 108 | 392 241 CHF | 395 242 CHF | 100,00% | 100,00% |