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 | 0,84% | 1,16 CHF | 1,17 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 295 091 CHF | 119 036 CHF | 99,17% | 99,17% |
15/07/2024 | 0,91% | 1,13 CHF | 1,14 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 273 691 CHF | 110 477 CHF | 99,17% | 99,17% |
12/07/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 270 666 CHF | 109 266 CHF | 99,16% | 99,16% |
11/07/2024 | 0,93% | 1,04 CHF | 1,05 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 268 956 CHF | 108 583 CHF | 99,17% | 99,17% |
10/07/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 276 698 CHF | 111 679 CHF | 99,16% | 99,16% |
09/07/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 269 305 CHF | 108 722 CHF | 99,17% | 99,17% |
08/07/2024 | 0,94% | 1,09 CHF | 1,10 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 263 908 CHF | 106 563 CHF | 99,15% | 99,15% |
05/07/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 260 810 CHF | 105 324 CHF | 99,16% | 99,16% |
04/07/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 274 285 CHF | 110 714 CHF | 99,17% | 99,17% |
03/07/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 291 124 CHF | 117 450 CHF | 99,17% | 99,17% |