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 | 0,92% | 1,09 CHF | 1,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 489 424 CHF | 164 641 CHF | 97,23% | 97,23% |
15/07/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 514 137 CHF | 172 879 CHF | 96,86% | 96,86% |
12/07/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 534 994 CHF | 179 831 CHF | 96,48% | 96,48% |
11/07/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 514 203 CHF | 172 901 CHF | 97,52% | 97,52% |
10/07/2024 | 0,94% | 1,12 CHF | 1,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 478 608 CHF | 161 036 CHF | 98,59% | 98,59% |
09/07/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 467 586 CHF | 157 362 CHF | 98,51% | 98,51% |
08/07/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 466 243 CHF | 156 914 CHF | 95,22% | 95,22% |
05/07/2024 | 0,93% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 481 139 CHF | 161 880 CHF | 95,73% | 95,73% |
04/07/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 476 969 CHF | 160 490 CHF | 95,23% | 95,23% |
03/07/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 488 184 CHF | 164 228 CHF | 96,84% | 96,84% |