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 | 0,78% | 1,30 CHF | 1,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 383 743 CHF | 128 914 CHF | 98,67% | 98,67% |
15/07/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 419 398 CHF | 140 799 CHF | 96,85% | 96,85% |
12/07/2024 | 0,72% | 1,42 CHF | 1,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 413 685 CHF | 138 895 CHF | 98,81% | 98,81% |
11/07/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 415 593 CHF | 139 531 CHF | 99,03% | 99,03% |
10/07/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 400 799 CHF | 134 600 CHF | 96,54% | 96,54% |
09/07/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 397 368 CHF | 133 456 CHF | 98,10% | 98,10% |
08/07/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 380 583 CHF | 127 861 CHF | 98,81% | 98,81% |
05/07/2024 | 0,85% | 1,13 CHF | 1,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 353 546 CHF | 118 849 CHF | 94,94% | 94,94% |
04/07/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 356 240 CHF | 119 747 CHF | 98,66% | 98,66% |
03/07/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 350 256 CHF | 117 752 CHF | 99,11% | 99,11% |