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 | 1,11% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 268 458 CHF | 90 486 CHF | 98,27% | 98,27% |
15/07/2024 | 1,14% | 0,90 CHF | 0,91 CHF | 300 000 | 100 000 | 395 924 | 131 975 | 346 071 CHF | 116 677 CHF | 99,60% | 99,60% |
12/07/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 304 908 | 101 636 | 277 894 CHF | 93 648 CHF | 99,59% | 99,59% |
11/07/2024 | 1,04% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 339 601 | 113 200 | 323 940 CHF | 109 112 CHF | 92,74% | 92,74% |
10/07/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 450 000 | 150 000 | 436 715 | 145 572 | 402 973 CHF | 135 780 CHF | 98,50% | 98,50% |
09/07/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 438 746 | 146 249 | 396 989 CHF | 133 792 CHF | 99,03% | 99,03% |
08/07/2024 | 1,09% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 398 370 | 132 790 | 361 431 CHF | 121 805 CHF | 99,58% | 99,58% |
05/07/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 363 235 CHF | 122 578 CHF | 89,72% | 89,72% |
04/07/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 368 895 CHF | 124 465 CHF | 99,20% | 99,20% |
03/07/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 358 561 CHF | 121 020 CHF | 97,73% | 97,73% |