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 | 0,76% | 1,35 CHF | 1,36 CHF | 260 000 | 260 000 | 257 901 | 257 901 | 343 942 CHF | 346 542 CHF | 99,48% | 99,48% |
15/07/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 369 935 CHF | 372 535 CHF | 99,99% | 99,99% |
12/07/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 394 383 CHF | 396 983 CHF | 100,00% | 100,00% |
11/07/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 378 573 CHF | 381 173 CHF | 99,96% | 99,96% |
10/07/2024 | 0,71% | 1,46 CHF | 1,47 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 363 020 CHF | 365 620 CHF | 100,00% | 100,00% |
09/07/2024 | 0,69% | 1,48 CHF | 1,49 CHF | 260 000 | 260 000 | 259 120 | 259 120 | 376 263 CHF | 378 863 CHF | 99,99% | 99,99% |
08/07/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 260 000 | 260 000 | 259 539 | 259 539 | 387 885 CHF | 390 485 CHF | 99,99% | 99,99% |
05/07/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 421 775 CHF | 424 375 CHF | 100,00% | 100,00% |
04/07/2024 | 0,63% | 1,63 CHF | 1,64 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 411 506 CHF | 414 106 CHF | 100,00% | 100,00% |
03/07/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 401 577 CHF | 404 177 CHF | 100,00% | 100,00% |