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% | 0,90 CHF | 0,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 263 768 CHF | 88 923 CHF | 98,71% | 98,71% |
15/07/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 293 195 CHF | 98 732 CHF | 96,68% | 96,68% |
12/07/2024 | 1,04% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 287 980 CHF | 96 993 CHF | 98,97% | 98,97% |
11/07/2024 | 1,03% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 289 967 CHF | 97 656 CHF | 99,06% | 99,06% |
10/07/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 278 054 CHF | 93 685 CHF | 96,60% | 96,60% |
09/07/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 275 273 CHF | 92 758 CHF | 98,06% | 98,06% |
08/07/2024 | 1,14% | 0,90 CHF | 0,91 CHF | 300 000 | 100 000 | 306 667 | 102 222 | 266 789 CHF | 89 952 CHF | 98,76% | 98,76% |
05/07/2024 | 1,24% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 360 254 CHF | 121 585 CHF | 94,94% | 94,94% |
04/07/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 364 143 CHF | 122 881 CHF | 98,65% | 98,65% |
03/07/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 357 615 CHF | 120 705 CHF | 99,10% | 99,10% |