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 | 0,79% | 1,27 CHF | 1,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 379 476 CHF | 127 492 CHF | 98,54% | 98,54% |
15/07/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 373 501 CHF | 125 500 CHF | 98,96% | 98,96% |
12/07/2024 | 0,77% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 386 746 CHF | 129 915 CHF | 99,15% | 99,15% |
11/07/2024 | 0,76% | 1,28 CHF | 1,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 392 603 CHF | 131 868 CHF | 98,77% | 98,77% |
10/07/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 396 249 CHF | 133 083 CHF | 97,27% | 97,27% |
09/07/2024 | 0,76% | 1,36 CHF | 1,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 392 867 CHF | 131 956 CHF | 99,10% | 99,10% |
08/07/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 390 020 CHF | 131 007 CHF | 98,79% | 98,79% |
05/07/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 389 324 CHF | 130 775 CHF | 98,78% | 98,78% |
04/07/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 403 127 CHF | 135 376 CHF | 97,64% | 97,64% |
03/07/2024 | 0,72% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 415 166 CHF | 139 389 CHF | 98,78% | 98,78% |