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 | 1,13% | 0,91 CHF | 0,92 CHF | 260 000 | 260 000 | 257 893 | 257 893 | 231 256 CHF | 233 856 CHF | 99,50% | 99,50% |
15/07/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 255 956 CHF | 258 556 CHF | 100,00% | 100,00% |
12/07/2024 | 0,92% | 1,05 CHF | 1,06 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 279 922 CHF | 282 522 CHF | 100,00% | 100,00% |
11/07/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 264 501 CHF | 267 101 CHF | 100,00% | 100,00% |
10/07/2024 | 1,04% | 1,02 CHF | 1,03 CHF | 270 000 | 270 000 | 270 000 | 270 000 | 259 597 CHF | 262 297 CHF | 100,00% | 100,00% |
09/07/2024 | 0,99% | 1,04 CHF | 1,05 CHF | 270 000 | 270 000 | 269 090 | 269 090 | 273 510 CHF | 276 210 CHF | 100,00% | 100,00% |
08/07/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 260 000 | 260 000 | 259 540 | 259 540 | 275 068 CHF | 277 668 CHF | 100,00% | 100,00% |
05/07/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 307 758 CHF | 310 358 CHF | 100,00% | 100,00% |
04/07/2024 | 0,87% | 1,19 CHF | 1,20 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 297 607 CHF | 300 207 CHF | 100,00% | 100,00% |
03/07/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 270 000 | 270 000 | 270 000 | 270 000 | 299 536 CHF | 302 236 CHF | 100,00% | 100,00% |