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 | 1,34% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 334 827 CHF | 113 109 CHF | 98,62% | 98,62% |
15/07/2024 | 1,32% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 339 225 CHF | 114 575 CHF | 98,90% | 98,90% |
12/07/2024 | 1,23% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 363 580 CHF | 122 693 CHF | 99,26% | 99,26% |
11/07/2024 | 1,00% | 0,90 CHF | 0,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 446 780 CHF | 150 427 CHF | 98,45% | 98,45% |
10/07/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 444 273 CHF | 149 591 CHF | 99,00% | 99,00% |
09/07/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 447 887 CHF | 150 796 CHF | 98,87% | 98,87% |
08/07/2024 | 0,95% | 0,98 CHF | 0,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 470 970 CHF | 158 490 CHF | 99,05% | 99,05% |
05/07/2024 | 1,16% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 387 101 CHF | 130 534 CHF | 98,68% | 98,68% |
04/07/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 378 226 CHF | 127 575 CHF | 99,37% | 99,37% |
03/07/2024 | 1,17% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 381 293 CHF | 128 598 CHF | 99,40% | 99,40% |