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 | 0,74% | 1,39 CHF | 1,40 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 270 832 CHF | 272 832 CHF | 100,00% | 100,00% |
15/07/2024 | 0,63% | 1,51 CHF | 1,52 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 317 843 CHF | 319 843 CHF | 100,00% | 100,00% |
12/07/2024 | 0,66% | 1,77 CHF | 1,78 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 304 444 CHF | 306 444 CHF | 99,86% | 99,86% |
11/07/2024 | 0,74% | 1,46 CHF | 1,47 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 268 716 CHF | 270 716 CHF | 97,35% | 97,35% |
10/07/2024 | 0,82% | 1,30 CHF | 1,31 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 244 092 CHF | 246 092 CHF | 96,18% | 96,18% |
09/07/2024 | 0,82% | 1,05 CHF | 1,06 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 242 766 CHF | 244 766 CHF | 99,65% | 99,65% |
08/07/2024 | 0,68% | 1,38 CHF | 1,39 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 291 355 CHF | 293 355 CHF | 100,00% | 100,00% |
05/07/2024 | 0,65% | 1,39 CHF | 1,40 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 305 384 CHF | 307 384 CHF | 98,85% | 98,85% |
04/07/2024 | 0,74% | 1,38 CHF | 1,39 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 270 658 CHF | 272 658 CHF | 100,00% | 100,00% |
03/07/2024 | 0,79% | 1,34 CHF | 1,35 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 251 876 CHF | 253 876 CHF | 99,32% | 99,32% |