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 | 0,82% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 365 882 CHF | 122 961 CHF | 99,38% | 99,38% |
15/07/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 367 240 CHF | 123 413 CHF | 99,38% | 99,38% |
12/07/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 366 888 CHF | 123 296 CHF | 99,37% | 99,37% |
11/07/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 362 913 CHF | 121 971 CHF | 99,37% | 99,37% |
10/07/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 356 172 CHF | 119 724 CHF | 99,37% | 99,37% |
09/07/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 361 956 CHF | 121 652 CHF | 99,37% | 99,37% |
08/07/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 350 670 CHF | 117 890 CHF | 99,38% | 99,38% |
05/07/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 348 688 CHF | 117 229 CHF | 99,38% | 99,38% |
04/07/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 339 566 CHF | 114 189 CHF | 98,59% | 98,59% |
03/07/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 319 870 CHF | 107 623 CHF | 99,38% | 99,38% |