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 | 1,23% | 0,84 CHF | 0,85 CHF | 260 000 | 260 000 | 257 974 | 257 974 | 212 233 CHF | 214 833 CHF | 99,99% | 99,99% |
15/07/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 237 451 CHF | 240 051 CHF | 100,00% | 100,00% |
12/07/2024 | 0,99% | 0,98 CHF | 0,99 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 261 637 CHF | 264 237 CHF | 100,00% | 100,00% |
11/07/2024 | 1,06% | 0,97 CHF | 0,98 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 244 918 CHF | 247 518 CHF | 71,58% | 71,58% |
10/07/2024 | 1,12% | 0,95 CHF | 0,96 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 230 580 CHF | 233 180 CHF | 99,93% | 99,93% |
09/07/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 260 000 | 260 000 | 259 399 | 259 399 | 248 081 CHF | 250 681 CHF | 100,00% | 100,00% |
08/07/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 260 000 | 260 000 | 259 539 | 259 539 | 261 719 CHF | 264 319 CHF | 100,00% | 100,00% |
05/07/2024 | 0,88% | 1,17 CHF | 1,18 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 295 767 CHF | 298 367 CHF | 100,00% | 100,00% |
04/07/2024 | 0,91% | 1,14 CHF | 1,15 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 284 897 CHF | 287 497 CHF | 100,00% | 100,00% |
03/07/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 274 205 CHF | 276 805 CHF | 100,00% | 100,00% |