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 | 1,25% | 0,77 CHF | 0,78 CHF | 900 000 | 300 000 | 866 902 | 288 967 | 690 049 CHF | 232 906 CHF | 99,29% | 99,29% |
15/07/2024 | 1,27% | 0,80 CHF | 0,81 CHF | 900 000 | 300 000 | 889 705 | 296 568 | 698 726 CHF | 235 874 CHF | 99,50% | 99,50% |
12/07/2024 | 1,28% | 0,79 CHF | 0,80 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 698 848 CHF | 235 949 CHF | 99,52% | 99,52% |
11/07/2024 | 1,16% | 0,81 CHF | 0,82 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 640 487 CHF | 215 996 CHF | 99,39% | 99,39% |
10/07/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 659 016 CHF | 222 172 CHF | 99,45% | 99,45% |
09/07/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 667 927 CHF | 225 142 CHF | 86,63% | 86,63% |
08/07/2024 | 1,13% | 0,90 CHF | 0,91 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 659 868 CHF | 222 456 CHF | 99,44% | 99,44% |
05/07/2024 | 1,13% | 0,90 CHF | 0,91 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 660 844 CHF | 222 781 CHF | 99,53% | 99,53% |
04/07/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 662 967 CHF | 223 489 CHF | 99,57% | 99,57% |
03/07/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 683 610 CHF | 230 370 CHF | 99,49% | 99,49% |