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 | 0,75% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 398 386 CHF | 133 795 CHF | 98,68% | 98,68% |
15/07/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 434 494 CHF | 145 831 CHF | 96,72% | 96,72% |
12/07/2024 | 0,70% | 1,46 CHF | 1,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 427 613 CHF | 143 538 CHF | 98,93% | 98,93% |
11/07/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 429 552 CHF | 144 184 CHF | 99,04% | 99,04% |
10/07/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 414 843 CHF | 139 281 CHF | 96,58% | 96,58% |
09/07/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 411 580 CHF | 138 193 CHF | 98,04% | 98,04% |
08/07/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 395 163 CHF | 132 721 CHF | 98,74% | 98,74% |
05/07/2024 | 0,81% | 1,18 CHF | 1,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 368 642 CHF | 123 881 CHF | 94,94% | 94,94% |
04/07/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 371 401 CHF | 124 800 CHF | 98,64% | 98,64% |
03/07/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 365 674 CHF | 122 891 CHF | 99,13% | 99,13% |