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 | 0,74% | 1,32 CHF | 1,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 401 408 CHF | 134 803 CHF | 99,23% | 99,23% |
15/07/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 407 182 CHF | 136 727 CHF | 99,14% | 99,14% |
12/07/2024 | 0,79% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 380 341 CHF | 127 780 CHF | 99,20% | 99,20% |
11/07/2024 | 0,74% | 1,30 CHF | 1,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 406 750 CHF | 136 583 CHF | 99,22% | 99,22% |
10/07/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 406 325 CHF | 136 442 CHF | 99,23% | 99,23% |
09/07/2024 | 0,72% | 1,30 CHF | 1,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 416 962 CHF | 139 987 CHF | 90,34% | 90,34% |
08/07/2024 | 0,82% | 1,26 CHF | 1,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 364 647 CHF | 122 549 CHF | 99,22% | 99,22% |
05/07/2024 | 0,93% | 1,13 CHF | 1,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 319 587 CHF | 107 529 CHF | 97,23% | 97,23% |
04/07/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 318 355 CHF | 107 118 CHF | 99,05% | 99,05% |
03/07/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 314 637 CHF | 105 879 CHF | 98,99% | 98,99% |