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 | 0,96% | 1,08 CHF | 1,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 466 271 CHF | 156 924 CHF | 98,83% | 98,83% |
15/07/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 460 728 CHF | 155 076 CHF | 99,14% | 99,14% |
12/07/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 456 769 CHF | 153 756 CHF | 99,20% | 99,20% |
11/07/2024 | 0,90% | 1,07 CHF | 1,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 495 177 CHF | 166 559 CHF | 98,10% | 98,10% |
10/07/2024 | 0,88% | 1,09 CHF | 1,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 507 294 CHF | 170 598 CHF | 99,23% | 99,23% |
09/07/2024 | 0,88% | 1,17 CHF | 1,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 508 927 CHF | 171 142 CHF | 99,21% | 99,21% |
08/07/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 504 944 CHF | 169 815 CHF | 99,20% | 99,20% |
05/07/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 511 345 CHF | 171 948 CHF | 99,20% | 99,20% |
04/07/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 509 597 CHF | 171 366 CHF | 99,23% | 99,23% |
03/07/2024 | 0,85% | 1,14 CHF | 1,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 525 818 CHF | 176 773 CHF | 99,22% | 99,22% |