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 | 0,96% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 310 455 CHF | 104 485 CHF | 98,65% | 98,65% |
15/07/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 342 848 CHF | 115 283 CHF | 96,83% | 96,83% |
12/07/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 338 181 CHF | 113 727 CHF | 98,81% | 98,81% |
11/07/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 340 073 CHF | 114 358 CHF | 99,06% | 99,06% |
10/07/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 326 415 CHF | 109 805 CHF | 96,58% | 96,58% |
09/07/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 323 427 CHF | 108 809 CHF | 98,08% | 98,08% |
08/07/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 307 660 CHF | 103 553 CHF | 98,76% | 98,76% |
05/07/2024 | 1,05% | 0,90 CHF | 0,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 283 322 CHF | 95 441 CHF | 94,94% | 94,94% |
04/07/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 286 128 CHF | 96 376 CHF | 98,65% | 98,65% |
03/07/2024 | 1,06% | 0,92 CHF | 0,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 280 683 CHF | 94 561 CHF | 99,05% | 99,05% |