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 | 0,84% | 1,22 CHF | 1,23 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 267 386 CHF | 89 879 CHF | 99,38% | 99,38% |
15/07/2024 | 0,79% | 1,20 CHF | 1,21 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 285 144 CHF | 95 798 CHF | 99,38% | 99,38% |
12/07/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 292 958 CHF | 98 403 CHF | 99,38% | 99,38% |
11/07/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 284 237 CHF | 95 496 CHF | 99,37% | 99,37% |
10/07/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 256 618 CHF | 86 289 CHF | 99,37% | 99,37% |
09/07/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 257 125 CHF | 86 458 CHF | 99,38% | 99,38% |
08/07/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 255 989 CHF | 86 080 CHF | 99,37% | 99,37% |
05/07/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 251 481 CHF | 84 577 CHF | 99,38% | 99,38% |
04/07/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 244 911 CHF | 82 387 CHF | 98,82% | 98,82% |
03/07/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 228 405 CHF | 76 885 CHF | 99,37% | 99,37% |