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 | 1,07% | 0,97 CHF | 0,98 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 835 599 CHF | 281 533 CHF | 99,27% | 99,27% |
15/07/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 978 701 CHF | 329 234 CHF | 99,26% | 99,26% |
12/07/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 937 266 CHF | 315 422 CHF | 99,27% | 99,27% |
11/07/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 963 097 CHF | 324 032 CHF | 99,27% | 99,27% |
10/07/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 916 151 CHF | 308 384 CHF | 99,27% | 99,27% |
09/07/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 947 216 CHF | 318 739 CHF | 99,27% | 99,27% |
08/07/2024 | 1,02% | 1,03 CHF | 1,04 CHF | 900 000 | 300 000 | 899 998 | 300 000 | 876 200 CHF | 295 067 CHF | 99,25% | 99,25% |
05/07/2024 | 1,11% | 0,87 CHF | 0,88 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 804 512 CHF | 271 171 CHF | 99,27% | 99,27% |
04/07/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 900 000 | 300 000 | 900 061 | 300 061 | 799 874 CHF | 269 660 CHF | 99,27% | 99,27% |
03/07/2024 | 1,15% | 0,85 CHF | 0,86 CHF | 1 000 000 | 400 000 | 957 043 | 357 043 | 826 168 CHF | 311 538 CHF | 99,27% | 99,27% |