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 | 0,85% | 1,12 CHF | 1,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 349 760 CHF | 117 587 CHF | 99,41% | 99,41% |
15/07/2024 | 0,78% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 385 067 CHF | 129 356 CHF | 99,41% | 99,41% |
12/07/2024 | 0,71% | 1,45 CHF | 1,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 423 795 CHF | 142 265 CHF | 99,41% | 99,41% |
11/07/2024 | 0,79% | 1,31 CHF | 1,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 379 389 CHF | 127 463 CHF | 98,07% | 98,07% |
10/07/2024 | 0,88% | 1,19 CHF | 1,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 338 877 CHF | 113 959 CHF | 98,90% | 98,90% |
09/07/2024 | 0,88% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 340 581 CHF | 114 527 CHF | 99,42% | 99,42% |
08/07/2024 | 0,78% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 384 630 CHF | 129 210 CHF | 99,41% | 99,41% |
05/07/2024 | 0,71% | 1,36 CHF | 1,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 424 061 CHF | 142 354 CHF | 99,14% | 99,14% |
04/07/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 417 821 CHF | 140 274 CHF | 99,39% | 99,39% |
03/07/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 417 951 CHF | 140 317 CHF | 99,42% | 99,42% |