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 | 0,93% | 1,10 CHF | 1,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 644 098 CHF | 216 699 CHF | 99,27% | 99,27% |
15/07/2024 | 0,88% | 1,10 CHF | 1,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 676 285 CHF | 227 428 CHF | 99,27% | 99,27% |
12/07/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 660 398 CHF | 222 132 CHF | 99,27% | 99,27% |
11/07/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 684 868 CHF | 230 289 CHF | 99,26% | 99,26% |
10/07/2024 | 0,90% | 1,13 CHF | 1,14 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 661 711 CHF | 222 570 CHF | 99,27% | 99,27% |
09/07/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 644 791 CHF | 216 930 CHF | 99,27% | 99,27% |
08/07/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 642 767 CHF | 216 256 CHF | 99,25% | 99,25% |
05/07/2024 | 1,00% | 0,97 CHF | 0,98 CHF | 600 000 | 200 000 | 599 952 | 200 000 | 597 033 CHF | 201 026 CHF | 99,27% | 99,27% |
04/07/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 594 224 CHF | 200 075 CHF | 99,27% | 99,27% |
03/07/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 550 322 CHF | 185 441 CHF | 99,27% | 99,27% |