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 | 0,82% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 364 522 CHF | 122 507 CHF | 98,28% | 98,28% |
15/07/2024 | 0,84% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 357 557 CHF | 120 186 CHF | 99,59% | 99,59% |
12/07/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 369 944 CHF | 124 315 CHF | 99,58% | 99,58% |
11/07/2024 | 0,78% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 385 517 CHF | 129 506 CHF | 92,66% | 92,66% |
10/07/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 373 843 CHF | 125 614 CHF | 98,49% | 98,49% |
09/07/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 368 061 CHF | 123 687 CHF | 99,03% | 99,03% |
08/07/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 369 810 CHF | 124 270 CHF | 99,58% | 99,58% |
05/07/2024 | 0,89% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 335 623 CHF | 112 874 CHF | 89,70% | 89,70% |
04/07/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 340 048 CHF | 114 349 CHF | 99,19% | 99,19% |
03/07/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 332 260 CHF | 111 753 CHF | 97,73% | 97,73% |