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 | 1,01% | 1,00 CHF | 1,01 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 245 666 CHF | 99 267 CHF | 99,17% | 99,17% |
15/07/2024 | 1,04% | 0,93 CHF | 0,94 CHF | 250 000 | 100 000 | 250 000 | 99 989 | 239 081 CHF | 96 622 CHF | 99,17% | 99,17% |
12/07/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 226 967 CHF | 91 787 CHF | 99,17% | 99,17% |
11/07/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 252 172 CHF | 101 869 CHF | 99,16% | 99,16% |
10/07/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 241 502 CHF | 97 601 CHF | 99,16% | 99,16% |
09/07/2024 | 1,02% | 0,91 CHF | 0,92 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 243 757 CHF | 98 503 CHF | 99,16% | 99,16% |
08/07/2024 | 1,04% | 0,91 CHF | 0,92 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 239 486 CHF | 96 794 CHF | 99,15% | 99,15% |
05/07/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 282 176 CHF | 113 870 CHF | 99,16% | 99,16% |
04/07/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 306 682 CHF | 123 673 CHF | 99,17% | 99,17% |
03/07/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 302 560 CHF | 122 024 CHF | 99,17% | 99,17% |