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 | 1,09% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 274 354 CHF | 92 451 CHF | 99,17% | 99,17% |
15/07/2024 | 0,99% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 300 357 CHF | 101 119 CHF | 99,17% | 99,17% |
12/07/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 294 064 CHF | 99 021 CHF | 99,16% | 99,16% |
11/07/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 294 376 CHF | 99 126 CHF | 99,17% | 99,17% |
10/07/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 279 623 CHF | 94 208 CHF | 99,16% | 99,16% |
09/07/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 285 118 CHF | 96 040 CHF | 99,16% | 99,16% |
08/07/2024 | 1,00% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 298 996 CHF | 100 665 CHF | 99,15% | 99,15% |
05/07/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 300 887 CHF | 101 296 CHF | 99,13% | 99,13% |
04/07/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 327 017 CHF | 110 006 CHF | 99,17% | 99,17% |
03/07/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 315 320 CHF | 106 107 CHF | 99,15% | 99,15% |