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 | 1,09% | 0,92 CHF | 0,93 CHF | 550 000 | 550 000 | 241 447 | 241 447 | 224 216 CHF | 226 635 CHF | 99,88% | 99,88% |
15/07/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 550 000 | 550 000 | 246 289 | 246 289 | 226 220 CHF | 228 689 CHF | 100,00% | 100,00% |
12/07/2024 | 1,15% | 0,89 CHF | 0,90 CHF | 550 000 | 550 000 | 228 737 | 228 737 | 202 325 CHF | 204 617 CHF | 99,90% | 99,90% |
11/07/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 550 000 | 550 000 | 246 300 | 246 300 | 228 739 CHF | 231 207 CHF | 99,99% | 99,99% |
10/07/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 550 000 | 550 000 | 246 410 | 246 410 | 237 983 CHF | 240 452 CHF | 100,00% | 100,00% |
09/07/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 550 000 | 550 000 | 246 304 | 246 304 | 243 893 CHF | 246 361 CHF | 100,00% | 100,00% |
08/07/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 550 000 | 550 000 | 246 321 | 246 321 | 247 230 CHF | 249 698 CHF | 100,00% | 100,00% |
05/07/2024 | 1,03% | 1,00 CHF | 1,01 CHF | 550 000 | 550 000 | 245 161 | 245 161 | 242 513 CHF | 244 972 CHF | 99,63% | 99,63% |
04/07/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 220 000 | 220 000 | 176 424 | 176 424 | 172 895 CHF | 174 659 CHF | 100,00% | 100,00% |
03/07/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 550 000 | 550 000 | 246 301 | 246 301 | 243 956 CHF | 246 423 CHF | 100,00% | 100,00% |