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 | 0,90% | 1,10 CHF | 1,11 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 277 503 CHF | 112 001 CHF | 99,16% | 99,16% |
15/07/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 272 292 CHF | 109 917 CHF | 99,17% | 99,17% |
12/07/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 270 014 CHF | 109 006 CHF | 99,17% | 99,17% |
11/07/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 273 845 CHF | 110 538 CHF | 99,16% | 99,16% |
10/07/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 280 501 CHF | 113 200 CHF | 99,16% | 99,16% |
09/07/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 298 615 CHF | 120 446 CHF | 99,17% | 99,17% |
08/07/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 305 523 CHF | 123 209 CHF | 99,15% | 99,15% |
05/07/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 308 248 CHF | 124 299 CHF | 99,16% | 99,16% |
04/07/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 310 501 CHF | 125 200 CHF | 99,17% | 99,17% |
03/07/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 317 911 CHF | 128 164 CHF | 99,17% | 99,17% |