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 | 1,01% | 0,97 CHF | 0,98 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 285 417 CHF | 288 317 CHF | 100,00% | 100,00% |
15/07/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 282 766 CHF | 285 666 CHF | 100,00% | 100,00% |
12/07/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 290 000 | 290 000 | 294 017 | 294 017 | 299 081 CHF | 302 021 CHF | 100,00% | 100,00% |
11/07/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 300 000 | 300 000 | 299 836 | 299 836 | 312 640 CHF | 315 640 CHF | 99,99% | 99,99% |
10/07/2024 | 0,91% | 1,06 CHF | 1,07 CHF | 300 000 | 300 000 | 300 012 | 300 012 | 327 415 CHF | 330 415 CHF | 100,00% | 100,00% |
09/07/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 310 000 | 310 000 | 305 573 | 305 573 | 337 741 CHF | 340 800 CHF | 99,77% | 99,77% |
08/07/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 310 000 | 310 000 | 310 000 | 310 000 | 348 500 CHF | 351 600 CHF | 99,26% | 99,26% |
05/07/2024 | 0,90% | 1,13 CHF | 1,14 CHF | 310 000 | 310 000 | 305 924 | 305 924 | 338 822 CHF | 341 881 CHF | 99,99% | 99,99% |
04/07/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 310 000 | 310 000 | 310 000 | 310 000 | 353 035 CHF | 356 135 CHF | 99,60% | 99,60% |
03/07/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 300 000 | 300 000 | 300 110 | 300 110 | 326 735 CHF | 329 736 CHF | 100,00% | 100,00% |