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 | 0,92% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 326 167 CHF | 109 722 CHF | 99,43% | 99,43% |
15/07/2024 | 1,05% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 283 959 CHF | 95 653 CHF | 99,02% | 99,02% |
12/07/2024 | 1,15% | 0,92 CHF | 0,93 CHF | 300 000 | 100 000 | 346 210 | 115 403 | 299 527 CHF | 100 997 CHF | 99,68% | 99,68% |
11/07/2024 | 1,22% | 0,87 CHF | 0,88 CHF | 300 000 | 100 000 | 444 899 | 148 300 | 361 328 CHF | 121 926 CHF | 98,73% | 98,73% |
10/07/2024 | 1,29% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 346 688 CHF | 117 063 CHF | 98,50% | 98,50% |
09/07/2024 | 1,23% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 363 954 CHF | 122 818 CHF | 99,56% | 99,56% |
08/07/2024 | 1,22% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 366 558 CHF | 123 686 CHF | 96,26% | 96,26% |
05/07/2024 | 1,17% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 382 127 CHF | 128 876 CHF | 99,45% | 99,45% |
04/07/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 393 025 CHF | 132 508 CHF | 99,41% | 99,41% |
03/07/2024 | 1,21% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 369 197 CHF | 124 566 CHF | 99,49% | 99,49% |