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 | 0,86% | 1,18 CHF | 1,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 348 314 CHF | 117 104 CHF | 98,63% | 98,63% |
15/07/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 300 000 | 100 000 | 299 924 | 99 975 | 384 824 CHF | 129 274 CHF | 96,69% | 96,69% |
12/07/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 378 829 CHF | 127 276 CHF | 98,81% | 98,81% |
11/07/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 380 577 CHF | 127 859 CHF | 99,22% | 99,22% |
10/07/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 365 252 CHF | 122 751 CHF | 96,56% | 96,56% |
09/07/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 362 124 CHF | 121 708 CHF | 97,99% | 97,99% |
08/07/2024 | 0,87% | 1,18 CHF | 1,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 344 914 CHF | 115 971 CHF | 98,76% | 98,76% |
05/07/2024 | 0,94% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 318 066 CHF | 107 022 CHF | 94,94% | 94,94% |
04/07/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 321 106 CHF | 108 035 CHF | 98,64% | 98,64% |
03/07/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 314 847 CHF | 105 949 CHF | 99,08% | 99,08% |