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 | 0,99% | 0,99 CHF | 1,00 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 603 787 CHF | 203 262 CHF | 87,13% | 87,13% |
15/07/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 572 273 CHF | 192 758 CHF | 92,96% | 92,96% |
12/07/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 596 342 CHF | 200 781 CHF | 94,15% | 94,15% |
11/07/2024 | 0,95% | 1,02 CHF | 1,03 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 626 914 CHF | 210 971 CHF | 91,30% | 91,30% |
10/07/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 646 202 CHF | 217 401 CHF | 87,23% | 87,23% |
09/07/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 653 712 CHF | 219 904 CHF | 85,58% | 85,58% |
08/07/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 637 964 CHF | 214 655 CHF | 85,27% | 85,27% |
05/07/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 635 860 CHF | 213 953 CHF | 90,48% | 90,48% |
04/07/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 656 126 CHF | 220 709 CHF | 78,08% | 78,08% |
03/07/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 654 746 CHF | 220 249 CHF | 92,36% | 92,36% |