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 | 0,82% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 365 138 CHF | 122 713 CHF | 99,24% | 99,24% |
15/07/2024 | 0,83% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 359 283 CHF | 120 761 CHF | 99,18% | 99,18% |
12/07/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 348 837 CHF | 117 279 CHF | 96,20% | 96,20% |
11/07/2024 | 0,89% | 1,09 CHF | 1,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 336 377 CHF | 113 126 CHF | 88,36% | 88,36% |
10/07/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 292 290 CHF | 98 430 CHF | 99,23% | 99,23% |
09/07/2024 | 1,02% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 294 337 CHF | 99 113 CHF | 96,19% | 96,19% |
08/07/2024 | 0,97% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 306 473 CHF | 103 158 CHF | 99,24% | 99,24% |
05/07/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 293 015 CHF | 98 672 CHF | 97,69% | 97,69% |
04/07/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 297 707 CHF | 100 236 CHF | 99,23% | 99,23% |
03/07/2024 | 1,00% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 299 254 CHF | 100 751 CHF | 98,55% | 98,55% |