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 | 1,30% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 343 364 CHF | 115 955 CHF | 95,99% | 95,99% |
15/07/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 344 876 CHF | 116 459 CHF | 95,49% | 95,49% |
12/07/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 364 417 CHF | 122 972 CHF | 99,38% | 99,38% |
11/07/2024 | 1,13% | 0,86 CHF | 0,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 396 053 CHF | 133 518 CHF | 98,35% | 98,35% |
10/07/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 382 156 CHF | 128 886 CHF | 96,14% | 96,14% |
09/07/2024 | 1,16% | 0,88 CHF | 0,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 385 055 CHF | 129 852 CHF | 97,00% | 97,00% |
08/07/2024 | 1,24% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 360 191 CHF | 121 564 CHF | 93,55% | 93,55% |
05/07/2024 | 1,20% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 373 788 CHF | 126 096 CHF | 96,06% | 96,06% |
04/07/2024 | 1,18% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 377 947 CHF | 127 482 CHF | 99,58% | 99,58% |
03/07/2024 | 1,21% | 0,87 CHF | 0,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 370 426 CHF | 124 975 CHF | 98,93% | 98,93% |