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 | 1,22% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 244 152 CHF | 82 384 CHF | 98,70% | 98,70% |
15/07/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 272 812 CHF | 91 937 CHF | 96,72% | 96,72% |
12/07/2024 | 1,11% | 0,93 CHF | 0,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 269 214 CHF | 90 738 CHF | 99,10% | 99,10% |
11/07/2024 | 1,10% | 0,88 CHF | 0,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 271 265 CHF | 91 422 CHF | 99,06% | 99,06% |
10/07/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 259 209 CHF | 87 403 CHF | 96,61% | 96,61% |
09/07/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 256 293 CHF | 86 431 CHF | 98,07% | 98,07% |
08/07/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 309 742 | 103 247 | 249 398 CHF | 84 165 CHF | 98,80% | 98,80% |
05/07/2024 | 1,35% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 331 280 CHF | 111 927 CHF | 94,94% | 94,94% |
04/07/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 335 243 CHF | 113 248 CHF | 98,65% | 98,65% |
03/07/2024 | 1,36% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 328 261 CHF | 110 920 CHF | 99,15% | 99,15% |