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 | 0,99% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 298 215 | 99 405 | 301 073 CHF | 101 352 CHF | 99,35% | 99,35% |
15/07/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 278 691 | 92 897 | 289 976 CHF | 97 588 CHF | 99,23% | 99,23% |
12/07/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 315 953 CHF | 106 318 CHF | 99,05% | 99,05% |
11/07/2024 | 0,83% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 360 298 CHF | 121 099 CHF | 98,73% | 98,73% |
10/07/2024 | 0,82% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 363 210 CHF | 122 070 CHF | 99,51% | 99,51% |
09/07/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 364 444 CHF | 122 481 CHF | 98,58% | 98,58% |
08/07/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 365 939 CHF | 122 980 CHF | 99,39% | 99,39% |
05/07/2024 | 0,84% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 355 460 CHF | 119 487 CHF | 99,30% | 99,30% |
04/07/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 354 741 CHF | 119 247 CHF | 99,56% | 99,56% |
03/07/2024 | 0,80% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 372 191 CHF | 125 064 CHF | 99,34% | 99,34% |