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 | 0,81% | 1,21 CHF | 1,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 368 864 CHF | 123 955 CHF | 97,41% | 97,41% |
15/07/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 350 944 CHF | 117 981 CHF | 99,09% | 99,09% |
12/07/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 346 629 CHF | 116 543 CHF | 99,27% | 99,27% |
11/07/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 359 308 CHF | 120 769 CHF | 98,67% | 98,67% |
10/07/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 363 637 CHF | 122 212 CHF | 99,20% | 99,20% |
09/07/2024 | 0,80% | 1,29 CHF | 1,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 374 680 CHF | 125 893 CHF | 99,23% | 99,23% |
08/07/2024 | 0,86% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 348 576 CHF | 117 192 CHF | 99,23% | 99,23% |
05/07/2024 | 0,85% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 351 897 CHF | 118 299 CHF | 99,23% | 99,23% |
04/07/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 344 565 CHF | 115 855 CHF | 99,01% | 99,01% |
03/07/2024 | 0,79% | 1,25 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 380 575 CHF | 127 858 CHF | 98,84% | 98,84% |