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 | 1,06% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 281 702 CHF | 94 901 CHF | 99,23% | 99,23% |
15/07/2024 | 0,99% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 301 000 CHF | 101 333 CHF | 99,19% | 99,19% |
12/07/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 313 485 CHF | 105 495 CHF | 99,27% | 99,27% |
11/07/2024 | 0,95% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 315 077 CHF | 106 026 CHF | 99,23% | 99,23% |
10/07/2024 | 1,03% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 290 966 CHF | 97 989 CHF | 99,24% | 99,24% |
09/07/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 281 300 CHF | 94 767 CHF | 99,23% | 99,23% |
08/07/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 286 316 CHF | 96 439 CHF | 99,23% | 99,23% |
05/07/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 267 829 CHF | 90 276 CHF | 99,23% | 99,23% |
04/07/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 261 395 CHF | 88 132 CHF | 99,23% | 99,23% |
03/07/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 258 011 CHF | 87 004 CHF | 99,23% | 99,23% |