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 | 0,87% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 343 017 CHF | 115 339 CHF | 94,78% | 94,78% |
15/07/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 340 417 CHF | 114 472 CHF | 86,23% | 86,23% |
12/07/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 360 625 CHF | 121 208 CHF | 99,31% | 99,31% |
11/07/2024 | 0,76% | 1,27 CHF | 1,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 391 790 CHF | 131 597 CHF | 97,99% | 97,99% |
10/07/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 375 812 CHF | 126 271 CHF | 95,89% | 95,89% |
09/07/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 379 789 CHF | 127 596 CHF | 96,67% | 96,67% |
08/07/2024 | 0,84% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 354 897 CHF | 119 299 CHF | 92,95% | 92,95% |
05/07/2024 | 0,81% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 369 122 CHF | 124 041 CHF | 95,53% | 95,53% |
04/07/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 374 073 CHF | 125 691 CHF | 99,31% | 99,31% |
03/07/2024 | 0,82% | 1,28 CHF | 1,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 363 704 CHF | 122 235 CHF | 97,74% | 97,74% |