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 | 0,72% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 414 833 CHF | 139 278 CHF | 99,53% | 99,53% |
15/07/2024 | 0,81% | 1,32 CHF | 1,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 368 398 CHF | 123 799 CHF | 98,97% | 98,97% |
12/07/2024 | 0,87% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 341 830 CHF | 114 943 CHF | 99,68% | 99,68% |
11/07/2024 | 0,93% | 1,14 CHF | 1,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 322 902 CHF | 108 634 CHF | 98,71% | 98,71% |
10/07/2024 | 0,97% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 309 034 CHF | 104 011 CHF | 98,47% | 98,47% |
09/07/2024 | 0,93% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 321 603 CHF | 108 201 CHF | 99,57% | 99,57% |
08/07/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 323 016 CHF | 108 672 CHF | 96,26% | 96,26% |
05/07/2024 | 0,89% | 1,09 CHF | 1,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 334 331 CHF | 112 444 CHF | 99,49% | 99,49% |
04/07/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 342 875 CHF | 115 292 CHF | 99,39% | 99,39% |
03/07/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 325 260 CHF | 109 420 CHF | 99,61% | 99,61% |