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 | 1,06% | 0,96 CHF | 0,97 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 467 871 CHF | 94 574 CHF | 99,27% | 99,27% |
15/07/2024 | 0,97% | 1,00 CHF | 1,01 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 511 098 CHF | 103 220 CHF | 99,27% | 99,27% |
12/07/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 525 203 CHF | 106 041 CHF | 99,27% | 99,27% |
11/07/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 534 546 CHF | 107 909 CHF | 99,27% | 99,27% |
10/07/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 522 980 CHF | 105 596 CHF | 99,27% | 99,27% |
09/07/2024 | 0,93% | 1,03 CHF | 1,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 534 976 CHF | 107 995 CHF | 99,27% | 99,27% |
08/07/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 545 450 CHF | 110 090 CHF | 99,25% | 99,25% |
05/07/2024 | 0,97% | 1,05 CHF | 1,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 511 977 CHF | 103 395 CHF | 99,27% | 99,27% |
04/07/2024 | 1,00% | 0,97 CHF | 0,98 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 495 613 CHF | 100 123 CHF | 99,27% | 99,27% |
03/07/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 489 399 CHF | 98 880 CHF | 99,27% | 99,27% |