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 | 0,91% | 1,11 CHF | 1,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 327 509 CHF | 110 170 CHF | 98,69% | 98,69% |
15/07/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 361 082 CHF | 121 361 CHF | 96,73% | 96,73% |
12/07/2024 | 0,84% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 354 472 CHF | 119 157 CHF | 98,88% | 98,88% |
11/07/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 356 552 CHF | 119 851 CHF | 99,05% | 99,05% |
10/07/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 343 237 CHF | 115 412 CHF | 96,57% | 96,57% |
09/07/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 340 088 CHF | 114 363 CHF | 98,00% | 98,00% |
08/07/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 324 622 CHF | 109 207 CHF | 98,76% | 98,76% |
05/07/2024 | 0,99% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 300 828 CHF | 101 276 CHF | 94,94% | 94,94% |
04/07/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 303 572 CHF | 102 191 CHF | 98,65% | 98,65% |
03/07/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 298 490 CHF | 100 497 CHF | 99,09% | 99,09% |