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 | 0,79% | 1,29 CHF | 1,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 379 099 CHF | 127 366 CHF | 99,38% | 99,38% |
15/07/2024 | 0,74% | 1,29 CHF | 1,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 401 847 CHF | 134 949 CHF | 99,38% | 99,38% |
12/07/2024 | 0,75% | 1,38 CHF | 1,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 396 204 CHF | 133 068 CHF | 99,38% | 99,38% |
11/07/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 372 688 CHF | 125 229 CHF | 99,38% | 99,38% |
10/07/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 367 115 CHF | 123 372 CHF | 99,37% | 99,37% |
09/07/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 375 523 CHF | 126 174 CHF | 99,38% | 99,38% |
08/07/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 378 064 CHF | 127 021 CHF | 99,38% | 99,38% |
05/07/2024 | 0,77% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 386 108 CHF | 129 703 CHF | 99,38% | 99,38% |
04/07/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 372 039 CHF | 125 013 CHF | 98,59% | 98,59% |
03/07/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 369 954 CHF | 124 318 CHF | 99,37% | 99,37% |