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 | 0,93% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 320 775 CHF | 107 925 CHF | 98,56% | 98,56% |
15/07/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 314 787 CHF | 105 929 CHF | 98,98% | 98,98% |
12/07/2024 | 0,91% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 328 036 CHF | 110 345 CHF | 99,13% | 99,13% |
11/07/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 333 729 CHF | 112 243 CHF | 98,76% | 98,76% |
10/07/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 337 973 CHF | 113 658 CHF | 97,28% | 97,28% |
09/07/2024 | 0,89% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 334 321 CHF | 112 440 CHF | 99,08% | 99,08% |
08/07/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 331 575 CHF | 111 525 CHF | 98,79% | 98,79% |
05/07/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 330 546 CHF | 111 182 CHF | 98,80% | 98,80% |
04/07/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 344 203 CHF | 115 734 CHF | 97,66% | 97,66% |
03/07/2024 | 0,84% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 356 613 CHF | 119 871 CHF | 98,78% | 98,78% |