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 | 0,80% | 1,29 CHF | 1,30 CHF | 260 000 | 260 000 | 257 980 | 257 980 | 327 607 CHF | 330 207 CHF | 100,00% | 100,00% |
15/07/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 353 317 CHF | 355 917 CHF | 100,00% | 100,00% |
12/07/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 377 885 CHF | 380 485 CHF | 100,00% | 100,00% |
11/07/2024 | 0,72% | 1,42 CHF | 1,43 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 361 041 CHF | 363 641 CHF | 71,59% | 71,59% |
10/07/2024 | 0,75% | 1,40 CHF | 1,41 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 346 697 CHF | 349 297 CHF | 100,00% | 100,00% |
09/07/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 260 000 | 260 000 | 259 389 | 259 389 | 363 992 CHF | 366 592 CHF | 100,00% | 100,00% |
08/07/2024 | 0,69% | 1,48 CHF | 1,49 CHF | 260 000 | 260 000 | 259 541 | 259 541 | 377 322 CHF | 379 922 CHF | 100,00% | 100,00% |
05/07/2024 | 0,63% | 1,62 CHF | 1,63 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 412 018 CHF | 414 618 CHF | 100,00% | 100,00% |
04/07/2024 | 0,65% | 1,59 CHF | 1,60 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 401 325 CHF | 403 925 CHF | 100,00% | 100,00% |
03/07/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 390 677 CHF | 393 277 CHF | 100,00% | 100,00% |