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 | 0,68% | 1,63 CHF | 1,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 442 527 CHF | 148 509 CHF | 99,56% | 99,56% |
15/07/2024 | 0,75% | 1,42 CHF | 1,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 399 505 CHF | 134 168 CHF | 99,01% | 99,01% |
12/07/2024 | 0,80% | 1,30 CHF | 1,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 373 349 CHF | 125 450 CHF | 99,69% | 99,69% |
11/07/2024 | 0,84% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 354 969 CHF | 119 323 CHF | 98,78% | 98,78% |
10/07/2024 | 0,87% | 1,11 CHF | 1,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 342 114 CHF | 115 038 CHF | 98,50% | 98,50% |
09/07/2024 | 0,84% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 354 720 CHF | 119 240 CHF | 99,55% | 99,55% |
08/07/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 356 809 CHF | 119 936 CHF | 96,24% | 96,24% |
05/07/2024 | 0,81% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 367 195 CHF | 123 398 CHF | 99,46% | 99,46% |
04/07/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 375 394 CHF | 126 131 CHF | 99,41% | 99,41% |
03/07/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 358 559 CHF | 120 520 CHF | 99,46% | 99,46% |