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% | 1,19 CHF | 1,20 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 349 503 CHF | 352 403 CHF | 100,00% | 100,00% |
15/07/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 347 061 CHF | 349 961 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 290 000 | 290 000 | 294 017 | 294 017 | 364 271 CHF | 367 211 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 300 000 | 300 000 | 299 834 | 299 834 | 378 934 CHF | 381 934 CHF | 99,99% | 99,99% |
10/07/2024 | 0,76% | 1,28 CHF | 1,29 CHF | 300 000 | 300 000 | 300 013 | 300 013 | 393 642 CHF | 396 642 CHF | 100,00% | 100,00% |
09/07/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 310 000 | 310 000 | 305 573 | 305 573 | 405 018 CHF | 408 077 CHF | 99,74% | 99,74% |
08/07/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 310 000 | 310 000 | 310 000 | 310 000 | 416 733 CHF | 419 833 CHF | 99,32% | 99,32% |
05/07/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 310 000 | 310 000 | 305 930 | 305 930 | 406 271 CHF | 409 330 CHF | 100,00% | 100,00% |
04/07/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 310 000 | 310 000 | 310 000 | 310 000 | 421 294 CHF | 424 394 CHF | 99,66% | 99,66% |
03/07/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 300 000 | 300 000 | 300 108 | 300 108 | 392 935 CHF | 395 936 CHF | 100,00% | 100,00% |