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% | 0,94 CHF | 0,95 CHF | 500 000 | 500 000 | 499 870 | 499 870 | 476 150 CHF | 481 150 CHF | 100,00% | 100,00% |
15/07/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 429 926 CHF | 434 927 CHF | 100,00% | 100,00% |
12/07/2024 | 1,29% | 0,79 CHF | 0,80 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 385 775 CHF | 390 775 CHF | 100,00% | 100,00% |
11/07/2024 | 1,19% | 0,80 CHF | 0,81 CHF | 500 000 | 500 000 | 499 936 | 500 000 | 418 942 CHF | 423 994 CHF | 71,57% | 71,57% |
10/07/2024 | 1,11% | 0,84 CHF | 0,85 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 449 540 CHF | 454 540 CHF | 100,00% | 100,00% |
09/07/2024 | 1,20% | 0,81 CHF | 0,82 CHF | 500 000 | 500 000 | 500 000 | 499 994 | 414 270 CHF | 419 266 CHF | 100,00% | 100,00% |
08/07/2024 | 1,28% | 0,75 CHF | 0,76 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 386 791 CHF | 391 791 CHF | 100,00% | 100,00% |
05/07/2024 | 1,49% | 0,64 CHF | 0,65 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 333 306 CHF | 338 306 CHF | 100,00% | 100,00% |
04/07/2024 | 1,40% | 0,67 CHF | 0,68 CHF | 500 000 | 500 000 | 500 000 | 499 866 | 353 580 CHF | 358 482 CHF | 100,00% | 100,00% |
03/07/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 374 174 CHF | 379 174 CHF | 100,00% | 100,00% |