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 | 0,92% | 1,09 CHF | 1,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 324 006 CHF | 109 002 CHF | 93,85% | 93,85% |
15/07/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 340 052 CHF | 114 351 CHF | 92,51% | 92,51% |
12/07/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 338 284 CHF | 113 761 CHF | 94,95% | 94,95% |
11/07/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 300 000 | 100 000 | 357 012 | 119 004 | 386 396 CHF | 129 989 CHF | 92,68% | 92,68% |
10/07/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 470 501 CHF | 158 334 CHF | 91,17% | 91,17% |
09/07/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 467 599 CHF | 157 366 CHF | 94,95% | 94,95% |
08/07/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 479 662 CHF | 161 387 CHF | 90,09% | 90,09% |
05/07/2024 | 0,94% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 474 810 CHF | 159 770 CHF | 93,17% | 93,17% |
04/07/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 472 978 CHF | 159 159 CHF | 87,22% | 87,22% |
03/07/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 453 001 CHF | 152 500 CHF | 95,87% | 95,87% |