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 | 1,05% | 0,93 CHF | 0,94 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 471 803 CHF | 95 361 CHF | 99,27% | 99,27% |
15/07/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 479 572 CHF | 96 914 CHF | 99,27% | 99,27% |
12/07/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 484 794 CHF | 97 959 CHF | 99,27% | 99,27% |
11/07/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 494 762 CHF | 99 952 CHF | 99,27% | 99,27% |
10/07/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 504 762 CHF | 101 952 CHF | 99,27% | 99,27% |
09/07/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 515 319 CHF | 104 064 CHF | 99,27% | 99,27% |
08/07/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 524 319 CHF | 105 864 CHF | 99,25% | 99,25% |
05/07/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 525 364 CHF | 106 073 CHF | 99,27% | 99,27% |
04/07/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 526 927 CHF | 106 385 CHF | 99,27% | 99,27% |
03/07/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 529 989 CHF | 106 998 CHF | 99,27% | 99,27% |