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 | 0,90% | 1,11 CHF | 1,12 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 220 445 CHF | 222 445 CHF | 99,81% | 99,81% |
15/07/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 218 539 CHF | 220 539 CHF | 99,81% | 99,81% |
12/07/2024 | 0,89% | 1,09 CHF | 1,10 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 223 613 CHF | 225 613 CHF | 99,77% | 99,77% |
11/07/2024 | 0,85% | 1,12 CHF | 1,13 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 234 857 CHF | 236 857 CHF | 100,00% | 100,00% |
10/07/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 239 300 CHF | 241 300 CHF | 94,51% | 94,51% |
09/07/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 236 604 CHF | 238 604 CHF | 99,48% | 99,48% |
08/07/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 238 145 CHF | 240 145 CHF | 99,81% | 99,81% |
05/07/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 234 892 CHF | 236 892 CHF | 99,81% | 99,81% |
04/07/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 235 047 CHF | 237 047 CHF | 99,81% | 99,81% |
03/07/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 236 853 CHF | 238 853 CHF | 99,14% | 99,14% |