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 | 1,36% | 0,76 CHF | 0,77 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 328 591 CHF | 74 020 CHF | 99,16% | 99,16% |
15/07/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 320 134 CHF | 72 141 CHF | 98,95% | 98,95% |
12/07/2024 | 1,24% | 0,84 CHF | 0,85 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 361 716 CHF | 81 381 CHF | 99,17% | 99,17% |
11/07/2024 | 1,25% | 0,81 CHF | 0,82 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 357 913 CHF | 80 536 CHF | 99,17% | 99,17% |
10/07/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 351 226 CHF | 79 050 CHF | 98,71% | 98,71% |
09/07/2024 | 1,24% | 0,76 CHF | 0,77 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 361 152 CHF | 81 256 CHF | 99,17% | 99,17% |
08/07/2024 | 1,13% | 0,85 CHF | 0,86 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 396 913 CHF | 89 203 CHF | 99,15% | 99,15% |
05/07/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 393 260 CHF | 88 391 CHF | 99,16% | 99,16% |
04/07/2024 | 1,21% | 0,85 CHF | 0,86 CHF | 450 000 | 100 000 | 449 999 | 100 000 | 370 258 CHF | 83 280 CHF | 99,17% | 99,17% |
03/07/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 317 210 CHF | 71 491 CHF | 99,17% | 99,17% |