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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 275 638 CHF | 92 879 CHF | 97,04% | 97,04% |
16/07/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 276 149 CHF | 93 050 CHF | 99,57% | 99,57% |
15/07/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 286 604 CHF | 96 535 CHF | 99,58% | 99,58% |
12/07/2024 | 1,03% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 289 940 CHF | 97 647 CHF | 99,59% | 99,59% |
11/07/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 347 378 | 115 793 | 331 439 CHF | 111 638 CHF | 99,56% | 99,56% |
10/07/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 337 971 | 112 657 | 323 300 CHF | 108 893 CHF | 99,61% | 99,61% |
09/07/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 322 294 | 107 431 | 308 236 CHF | 103 820 CHF | 99,59% | 99,59% |
08/07/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 312 258 | 104 086 | 302 477 CHF | 101 866 CHF | 99,58% | 99,58% |
05/07/2024 | 0,96% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 311 047 CHF | 104 682 CHF | 99,48% | 99,48% |
04/07/2024 | 0,95% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 315 542 CHF | 106 181 CHF | 99,37% | 99,37% |