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 | 0,92% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 314 927 | 104 976 | 339 050 CHF | 114 066 CHF | 98,27% | 98,27% |
15/07/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 426 744 | 142 248 | 451 613 CHF | 151 960 CHF | 99,59% | 99,59% |
12/07/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 314 322 | 104 774 | 343 792 CHF | 115 645 CHF | 99,59% | 99,59% |
11/07/2024 | 0,87% | 1,07 CHF | 1,08 CHF | 450 000 | 150 000 | 351 466 | 117 155 | 398 692 CHF | 134 069 CHF | 93,75% | 93,75% |
10/07/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 497 297 CHF | 167 266 CHF | 98,49% | 98,49% |
09/07/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 488 556 CHF | 164 352 CHF | 99,03% | 99,03% |
08/07/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 490 912 CHF | 165 137 CHF | 99,58% | 99,58% |
05/07/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 446 507 CHF | 150 336 CHF | 89,75% | 89,75% |
04/07/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 453 611 CHF | 152 704 CHF | 99,19% | 99,19% |
03/07/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 441 400 CHF | 148 633 CHF | 97,73% | 97,73% |