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 | 0,95% | 1,04 CHF | 1,05 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 789 342 CHF | 265 614 CHF | 99,50% | 99,50% |
15/07/2024 | 0,98% | 1,05 CHF | 1,06 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 758 142 CHF | 255 214 CHF | 99,44% | 99,44% |
12/07/2024 | 1,16% | 0,91 CHF | 0,92 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 644 331 CHF | 217 277 CHF | 99,63% | 99,63% |
11/07/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 900 000 | 300 000 | 776 902 | 258 967 | 697 539 CHF | 235 103 CHF | 99,44% | 99,44% |
10/07/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 750 000 | 250 000 | 750 555 | 250 185 | 712 598 CHF | 240 035 CHF | 99,51% | 99,51% |
09/07/2024 | 0,86% | 1,08 CHF | 1,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 865 889 CHF | 291 130 CHF | 97,30% | 97,30% |
08/07/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 865 500 CHF | 291 000 CHF | 99,50% | 99,50% |
05/07/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 864 943 CHF | 290 814 CHF | 99,50% | 99,50% |
04/07/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 853 218 CHF | 286 906 CHF | 99,56% | 99,56% |
03/07/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 871 947 CHF | 293 149 CHF | 99,51% | 99,51% |