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 | 0,86% | 1,18 CHF | 1,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 519 608 CHF | 174 703 CHF | 89,57% | 89,57% |
15/07/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 564 850 CHF | 189 783 CHF | 93,34% | 93,34% |
12/07/2024 | 0,84% | 1,22 CHF | 1,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 530 686 CHF | 178 395 CHF | 94,57% | 94,57% |
11/07/2024 | 0,92% | 1,13 CHF | 1,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 484 591 CHF | 163 030 CHF | 90,56% | 90,56% |
10/07/2024 | 0,99% | 1,05 CHF | 1,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 454 444 CHF | 152 981 CHF | 87,14% | 87,14% |
09/07/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 443 309 CHF | 149 270 CHF | 84,44% | 84,44% |
08/07/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 466 225 CHF | 156 908 CHF | 85,97% | 85,97% |
05/07/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 472 453 CHF | 158 984 CHF | 91,18% | 91,18% |
04/07/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 443 299 CHF | 149 266 CHF | 80,02% | 80,02% |
03/07/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 446 092 CHF | 150 197 CHF | 91,72% | 91,72% |