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 | 1,02% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 439 511 CHF | 148 004 CHF | 99,27% | 99,27% |
15/07/2024 | 0,94% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 474 418 CHF | 159 639 CHF | 99,27% | 99,27% |
12/07/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 458 185 CHF | 154 228 CHF | 99,27% | 99,27% |
11/07/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 484 958 CHF | 163 153 CHF | 99,25% | 99,25% |
10/07/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 460 032 CHF | 154 844 CHF | 99,27% | 99,27% |
09/07/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 442 251 CHF | 148 917 CHF | 99,27% | 99,27% |
08/07/2024 | 1,02% | 0,95 CHF | 0,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 440 167 CHF | 148 222 CHF | 99,24% | 99,24% |
05/07/2024 | 1,14% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 392 559 CHF | 132 353 CHF | 99,27% | 99,27% |
04/07/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 389 582 CHF | 131 361 CHF | 99,27% | 99,27% |
03/07/2024 | 1,30% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 344 908 CHF | 116 469 CHF | 99,27% | 99,27% |