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 | 0,95% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 313 362 CHF | 105 454 CHF | 98,26% | 98,26% |
15/07/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 306 394 CHF | 103 131 CHF | 99,58% | 99,58% |
12/07/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 318 802 CHF | 107 267 CHF | 99,57% | 99,57% |
11/07/2024 | 0,89% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 334 628 CHF | 112 543 CHF | 93,75% | 93,75% |
10/07/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 322 796 CHF | 108 599 CHF | 98,50% | 98,50% |
09/07/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 316 854 CHF | 106 618 CHF | 99,03% | 99,03% |
08/07/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 319 590 CHF | 107 530 CHF | 99,58% | 99,58% |
05/07/2024 | 1,06% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 282 615 CHF | 95 205 CHF | 89,70% | 89,70% |
04/07/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 287 711 CHF | 96 904 CHF | 99,20% | 99,20% |
03/07/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 276 394 CHF | 93 131 CHF | 97,74% | 97,74% |