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 | 0,88% | 1,14 CHF | 1,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 340 276 CHF | 114 425 CHF | 98,30% | 98,30% |
15/07/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 336 744 CHF | 113 248 CHF | 98,70% | 98,70% |
12/07/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 333 187 CHF | 112 062 CHF | 70,32% | 70,32% |
11/07/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 328 697 CHF | 110 566 CHF | 98,77% | 98,77% |
10/07/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 319 237 CHF | 107 412 CHF | 97,49% | 97,49% |
09/07/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 315 653 CHF | 106 218 CHF | 98,26% | 98,26% |
08/07/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 308 699 CHF | 103 900 CHF | 98,67% | 98,67% |
05/07/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 312 990 CHF | 105 330 CHF | 98,27% | 98,27% |
04/07/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 319 444 CHF | 107 481 CHF | 98,05% | 98,05% |
03/07/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 324 217 CHF | 109 072 CHF | 99,01% | 99,01% |