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 | 0,80% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 373 834 CHF | 125 611 CHF | 99,23% | 99,23% |
15/07/2024 | 0,76% | 1,26 CHF | 1,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 393 250 CHF | 132 083 CHF | 99,19% | 99,19% |
12/07/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 405 690 CHF | 136 230 CHF | 99,27% | 99,27% |
11/07/2024 | 0,73% | 1,33 CHF | 1,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 407 014 CHF | 136 671 CHF | 99,23% | 99,23% |
10/07/2024 | 0,78% | 1,32 CHF | 1,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 382 776 CHF | 128 592 CHF | 99,23% | 99,23% |
09/07/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 372 957 CHF | 125 319 CHF | 99,24% | 99,24% |
08/07/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 377 936 CHF | 126 979 CHF | 99,24% | 99,24% |
05/07/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 359 388 CHF | 120 796 CHF | 99,23% | 99,23% |
04/07/2024 | 0,85% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 352 960 CHF | 118 653 CHF | 99,23% | 99,23% |
03/07/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 349 539 CHF | 117 513 CHF | 99,23% | 99,23% |