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 | 0,98% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 306 107 CHF | 103 036 CHF | 99,22% | 99,22% |
15/07/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 311 987 CHF | 104 996 CHF | 99,14% | 99,14% |
12/07/2024 | 1,05% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 284 770 CHF | 95 923 CHF | 99,19% | 99,19% |
11/07/2024 | 0,96% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 311 266 CHF | 104 755 CHF | 99,22% | 99,22% |
10/07/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 310 842 CHF | 104 614 CHF | 99,23% | 99,23% |
09/07/2024 | 0,93% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 321 499 CHF | 108 166 CHF | 90,35% | 90,35% |
08/07/2024 | 1,11% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 269 197 CHF | 90 733 CHF | 99,22% | 99,22% |
05/07/2024 | 1,33% | 0,81 CHF | 0,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 224 132 CHF | 75 711 CHF | 97,21% | 97,21% |
04/07/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 222 486 CHF | 75 162 CHF | 99,05% | 99,05% |
03/07/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 218 725 CHF | 73 908 CHF | 98,98% | 98,98% |