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 | 0,93% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 322 581 CHF | 108 527 CHF | 97,41% | 97,41% |
15/07/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 340 626 CHF | 114 542 CHF | 99,09% | 99,09% |
12/07/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 345 472 CHF | 116 158 CHF | 99,28% | 99,28% |
11/07/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 332 413 CHF | 111 804 CHF | 98,67% | 98,67% |
10/07/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 326 877 CHF | 109 959 CHF | 99,20% | 99,20% |
09/07/2024 | 0,94% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 316 168 CHF | 106 389 CHF | 99,24% | 99,24% |
08/07/2024 | 0,87% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 341 863 CHF | 114 954 CHF | 99,24% | 99,24% |
05/07/2024 | 0,88% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 340 776 CHF | 114 592 CHF | 99,23% | 99,23% |
04/07/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 348 496 CHF | 117 165 CHF | 99,01% | 99,01% |
03/07/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 312 234 CHF | 105 078 CHF | 98,84% | 98,84% |