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 | 0,81% | 1,26 CHF | 1,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 369 764 CHF | 124 255 CHF | 99,24% | 99,24% |
15/07/2024 | 0,85% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 350 417 CHF | 117 806 CHF | 99,19% | 99,19% |
12/07/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 338 095 CHF | 113 698 CHF | 99,27% | 99,27% |
11/07/2024 | 0,89% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 336 216 CHF | 113 072 CHF | 99,23% | 99,23% |
10/07/2024 | 0,83% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 359 014 CHF | 120 671 CHF | 99,23% | 99,23% |
09/07/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 368 975 CHF | 123 992 CHF | 99,24% | 99,24% |
08/07/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 363 554 CHF | 122 185 CHF | 99,24% | 99,24% |
05/07/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 383 799 CHF | 128 933 CHF | 99,23% | 99,23% |
04/07/2024 | 0,76% | 1,28 CHF | 1,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 390 710 CHF | 131 237 CHF | 99,23% | 99,23% |
03/07/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 393 802 CHF | 132 267 CHF | 99,23% | 99,23% |