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 | 1,15% | 0,90 CHF | 0,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 388 402 CHF | 130 967 CHF | 98,87% | 98,87% |
15/07/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 382 311 CHF | 128 937 CHF | 99,14% | 99,14% |
12/07/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 378 932 CHF | 127 811 CHF | 99,21% | 99,21% |
11/07/2024 | 1,07% | 0,90 CHF | 0,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 417 618 CHF | 140 706 CHF | 98,10% | 98,10% |
10/07/2024 | 1,05% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 428 328 CHF | 144 276 CHF | 99,22% | 99,22% |
09/07/2024 | 1,04% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 430 899 CHF | 145 133 CHF | 99,22% | 99,22% |
08/07/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 426 309 CHF | 143 603 CHF | 99,21% | 99,21% |
05/07/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 431 290 CHF | 145 263 CHF | 99,23% | 99,23% |
04/07/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 430 766 CHF | 145 089 CHF | 99,23% | 99,23% |
03/07/2024 | 1,00% | 0,97 CHF | 0,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 447 357 CHF | 150 619 CHF | 99,21% | 99,21% |