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 | 1,19% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 375 257 CHF | 126 586 CHF | 98,93% | 98,93% |
15/07/2024 | 1,25% | 0,87 CHF | 0,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 357 860 CHF | 120 787 CHF | 98,75% | 98,75% |
12/07/2024 | 1,22% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 367 733 CHF | 124 078 CHF | 99,00% | 99,00% |
11/07/2024 | 1,07% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 417 197 CHF | 140 566 CHF | 98,34% | 98,34% |
10/07/2024 | 1,01% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 444 322 CHF | 149 607 CHF | 99,09% | 99,09% |
09/07/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 452 290 CHF | 152 263 CHF | 98,90% | 98,90% |
08/07/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 451 253 CHF | 151 918 CHF | 99,00% | 99,00% |
05/07/2024 | 1,02% | 1,03 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 440 595 CHF | 148 365 CHF | 98,70% | 98,70% |
04/07/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 435 551 CHF | 146 684 CHF | 99,38% | 99,38% |
03/07/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 433 790 CHF | 146 097 CHF | 99,21% | 99,21% |