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 | 0,83% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 360 896 CHF | 121 299 CHF | 99,46% | 99,46% |
15/07/2024 | 0,93% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 316 261 | 105 420 | 337 456 CHF | 113 539 CHF | 99,12% | 99,12% |
12/07/2024 | 1,00% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 446 074 CHF | 150 191 CHF | 99,40% | 99,40% |
11/07/2024 | 1,06% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 420 819 CHF | 141 773 CHF | 98,77% | 98,77% |
10/07/2024 | 1,11% | 0,87 CHF | 0,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 402 748 CHF | 135 749 CHF | 98,50% | 98,50% |
09/07/2024 | 1,07% | 0,91 CHF | 0,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 420 246 CHF | 141 582 CHF | 99,55% | 99,55% |
08/07/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 424 486 CHF | 142 995 CHF | 96,24% | 96,24% |
05/07/2024 | 1,02% | 0,95 CHF | 0,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 438 538 CHF | 147 679 CHF | 99,48% | 99,48% |
04/07/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 449 386 CHF | 151 295 CHF | 99,41% | 99,41% |
03/07/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 426 407 CHF | 143 636 CHF | 99,60% | 99,60% |