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 | 0,74% | 1,33 CHF | 1,34 CHF | 500 000 | 500 000 | 499 870 | 499 870 | 674 612 CHF | 679 612 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 627 929 CHF | 632 929 CHF | 99,98% | 99,98% |
12/07/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 584 093 CHF | 589 093 CHF | 99,99% | 99,99% |
11/07/2024 | 0,81% | 1,20 CHF | 1,21 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 617 433 CHF | 622 433 CHF | 71,60% | 71,60% |
10/07/2024 | 0,77% | 1,24 CHF | 1,25 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 648 736 CHF | 653 736 CHF | 100,00% | 100,00% |
09/07/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 613 737 CHF | 618 737 CHF | 100,00% | 100,00% |
08/07/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 585 486 CHF | 590 486 CHF | 100,00% | 100,00% |
05/07/2024 | 0,95% | 1,02 CHF | 1,03 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 525 201 CHF | 530 201 CHF | 99,99% | 99,99% |
04/07/2024 | 0,91% | 1,05 CHF | 1,06 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 549 191 CHF | 554 191 CHF | 100,00% | 100,00% |
03/07/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 573 681 CHF | 578 681 CHF | 100,00% | 100,00% |