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 | 1,06% | 0,96 CHF | 0,97 CHF | 310 000 | 310 000 | 307 498 | 307 498 | 294 032 CHF | 297 132 CHF | 100,00% | 100,00% |
15/07/2024 | 1,07% | 0,92 CHF | 0,93 CHF | 310 000 | 310 000 | 310 000 | 310 000 | 287 159 CHF | 290 259 CHF | 100,00% | 100,00% |
12/07/2024 | 1,03% | 0,92 CHF | 0,93 CHF | 310 000 | 310 000 | 310 000 | 310 000 | 299 998 CHF | 303 098 CHF | 100,00% | 100,00% |
11/07/2024 | 0,97% | 0,95 CHF | 0,96 CHF | 310 000 | 310 000 | 310 000 | 310 000 | 320 500 CHF | 323 600 CHF | 71,58% | 71,58% |
10/07/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 310 000 | 310 000 | 310 000 | 310 000 | 340 201 CHF | 343 301 CHF | 100,00% | 100,00% |
09/07/2024 | 0,93% | 1,09 CHF | 1,10 CHF | 310 000 | 310 000 | 309 299 | 309 299 | 332 268 CHF | 335 368 CHF | 100,00% | 100,00% |
08/07/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 310 000 | 310 000 | 309 467 | 309 467 | 328 207 CHF | 331 307 CHF | 100,00% | 100,00% |
05/07/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 310 000 | 310 000 | 310 000 | 310 000 | 329 203 CHF | 332 303 CHF | 100,00% | 100,00% |
04/07/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 310 000 | 310 000 | 310 000 | 310 000 | 334 470 CHF | 337 570 CHF | 100,00% | 100,00% |
03/07/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 310 000 | 310 000 | 310 000 | 310 000 | 342 360 CHF | 345 460 CHF | 100,00% | 100,00% |