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% | 0,96 CHF | 0,97 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 601 028 CHF | 202 343 CHF | 97,63% | 97,63% |
15/07/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 643 468 CHF | 216 489 CHF | 98,96% | 98,96% |
12/07/2024 | 0,95% | 1,12 CHF | 1,13 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 629 281 CHF | 211 760 CHF | 96,02% | 96,02% |
11/07/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 651 392 CHF | 219 131 CHF | 94,35% | 94,35% |
10/07/2024 | 0,99% | 1,06 CHF | 1,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 603 730 CHF | 203 243 CHF | 95,26% | 95,26% |
09/07/2024 | 0,99% | 0,98 CHF | 0,99 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 603 995 CHF | 203 332 CHF | 97,25% | 97,25% |
08/07/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 555 712 CHF | 187 237 CHF | 94,83% | 94,83% |
05/07/2024 | 1,26% | 0,88 CHF | 0,89 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 473 614 CHF | 159 871 CHF | 86,17% | 86,17% |
04/07/2024 | 1,28% | 0,76 CHF | 0,77 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 466 226 CHF | 157 409 CHF | 99,36% | 99,36% |
03/07/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 464 914 CHF | 156 971 CHF | 89,59% | 89,59% |