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 | 0,97% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 308 418 CHF | 103 806 CHF | 99,24% | 99,24% |
15/07/2024 | 0,99% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 302 950 CHF | 101 983 CHF | 99,18% | 99,18% |
12/07/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 292 156 CHF | 98 385 CHF | 96,20% | 96,20% |
11/07/2024 | 1,07% | 0,90 CHF | 0,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 279 870 CHF | 94 290 CHF | 88,37% | 88,37% |
10/07/2024 | 1,27% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 235 338 CHF | 79 446 CHF | 99,24% | 99,24% |
09/07/2024 | 1,26% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 237 570 CHF | 80 190 CHF | 96,19% | 96,19% |
08/07/2024 | 1,19% | 0,80 CHF | 0,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 249 755 CHF | 84 252 CHF | 99,24% | 99,24% |
05/07/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 236 865 CHF | 79 955 CHF | 97,69% | 97,69% |
04/07/2024 | 1,24% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 240 909 CHF | 81 303 CHF | 99,23% | 99,23% |
03/07/2024 | 1,23% | 0,78 CHF | 0,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 242 277 CHF | 81 759 CHF | 98,55% | 98,55% |