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 | 0,83% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 358 803 CHF | 120 601 CHF | 99,38% | 99,38% |
15/07/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 360 395 CHF | 121 132 CHF | 99,38% | 99,38% |
12/07/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 359 199 CHF | 120 733 CHF | 99,37% | 99,37% |
11/07/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 354 769 CHF | 119 256 CHF | 99,37% | 99,37% |
10/07/2024 | 0,86% | 1,19 CHF | 1,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 347 628 CHF | 116 876 CHF | 99,37% | 99,37% |
09/07/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 353 252 CHF | 118 751 CHF | 99,37% | 99,37% |
08/07/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 342 708 CHF | 115 236 CHF | 99,38% | 99,38% |
05/07/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 340 663 CHF | 114 554 CHF | 99,38% | 99,38% |
04/07/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 332 122 CHF | 111 707 CHF | 98,59% | 98,59% |
03/07/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 311 802 CHF | 104 934 CHF | 99,38% | 99,38% |